List: trading | Curated by Supakon_k | Medium

Sep 20, 2024

4 stories

trading

QuantPy

Is Your Sharpe Ratio Lying to You? Meet the Probabilistic Sharpe Ratio

“Although skewness and kurtosis does not affect the point estimate of Sharpe ratio, it greatly impacts its confidence bands, and…

Oct 12, 2023

Is Your Sharpe Ratio Lying to You? Meet the Probabilistic Sharpe Ratio

Oct 12, 2023

In

Cubed

by

Austin Starks

Stop wasting your time with backtests! Do this instead!

NEVER use a backtest to improve your strategy idea

Jun 30, 2024

Stop wasting your time with backtests! Do this instead!

Jun 30, 2024

This story is no longer available

This story is no longer available

Supakon_k
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