3 ms·
Heh if you look at the Sharpe Ratios of the strategies/models, they're all terrible. The best performing regime there is still a Sharpe of 0.019
by Karrot_Kream 5mo ago
Heh if you look at the Sharpe Ratios of the strategies/models, they're all terrible. The best performing regime there is still a Sharpe of 0.019