3 ms·
You would need something like 1000 instances of each LLM putting on trades and have a 1000 random walks to judge an average sharpe ratio or something along thos
by wodderam 2y ago
You would need something like 1000 instances of each LLM putting on trades and have a 1000 random walks to judge an average sharpe ratio or something along those lines.
As is, this means absolutely nothing and not understanding the problem.
Adding a random walk to this would mean you have 4 random walks instead of 3.
There is also the problem that it is tough to make a prediction for tomorrow that is better than today's close.