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More accuracy needed for stability

As mentioned here:
https://roadmap.strategyquant.com/tasks/sq4_8549


Stability is an extreme example of something that needs more accuracy. If we define decent strategies as 0.8 stability and higher, then that only leaves 20 possible different scores and sometimes we are trying to pick from 1000's of strategies.

This is also true in SQA.


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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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b
#1

bentra

03.04.2022 23:06

Task created

b
#2

bentra

03.04.2022 23:06

Description changed:

As mentioned here:
https://roadmap.strategyquant.com/tasks/sq4_8549


Stability is an extreme example of something that needs more accuracy. If we define decent strategies as 0.8 stability and higher, then that only leaves 20 possible different scores and sometimes we are trying to pick from 1000's of strategies.

This is also true in SQA.


E
#3

Emmanuel

05.04.2022 11:39
Voted for this task.
Votes: +1

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