2 ms·
It's early to say but the top strategies on Quantopian were showing off sharpe ratios higher than 2.5, which should bring great profitability with very small do
by d--b 9y ago
It's early to say but the top strategies on Quantopian were showing off sharpe ratios higher than 2.5, which should bring great profitability with very small downward moves. The fact that they have such a poor performance so far (while still having little AUM) is definitely a proof that something is wrong with the way they test their strategies...
- huac 9y agoaccounting for liquidity is hard