Hi Darko ,

I was wondering if you could provide some example code for using GALGO to
optimize parameters based on Sharpe Ratio?

Thank you,

Zach

On Tue, Oct 4, 2011 at 2:25 AM, Roupell, Darko <Darko.Roupell@cba.com.au>wrote:
>
> It's worth of saying that GALGO works efficiently fast on its own (eg 20-30
> sec per asset) outside quantstrat if applied on Sharp Ratio or simplistic
> return calcs, but there are some great benefits of trying to incorporate it
> quantstrat.

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