I haven’t found descriptions for each GRID heading, such as “APD” or “maximum drawdown”. I am looking for the exact formula or algorithm applied in each case. For example: what risk free return is used when calculating the Sharpe index. Also, I am looking for a user-friendly description of the tools available at Collective2 to do a careful comparison and evaluation of available systems, such as a how-to guide. I hope these tools and explanations are available somewhere!
(I am a newby but, by now you have already figured it out.) Thanks!
