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I'm going to assume this project is at best a few years old, so return over index is more likely to be an indicator of overbetting (taking on too much risk) tha
by kqr 1y ago
I'm going to assume this project is at best a few years old, so return over index is more likely to be an indicator of overbetting (taking on too much risk) than a performance indicator.
Backtesting would be more useful. Of course, LLMs cannot be backtested since they know the past.
This system is impossible to test. I would be hesitant to trust it.
- TuringNYC 1y ago>> I'm going to assume this project is at best a few years old, so return over index is more likely to be an indicator of overbetting (taking on too much risk) than a performance indicator. Best metric here would be a Sharpe Ratio and drawdown details. https://en.wikipedia.org/wiki/Sharpe_ratio https://en.wikipedia.org/wiki/Sharpe_ratio > This system is impossible to test. I would be hesitant to trust it. Disagree. Best test would be a paper test going forward, audited by a common platform.
- kqr 1y agoAny forward test depends on market assumptions. I'm not a practitioner, and as a layperson I wouldn't know whose assumptions to trust.
- tmaly 1y agoit looks like the code was committed a week ago. I do not see an iterative history on the code