Monte carlo trades manipulation- Sharpe ratio bug

on any strategy is showing 15.87 sharpe ratio

Monte carlo retest methods working fine

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History

27.11.2018 20:29

Task created

28.11.2018 11:06

Subject changed from Monte carlo - Sharpe ratio bug to Monte carlo trades manipulation- Sharpe ratio bug

Description changed:

on any strategy is showing 15.87 sharpe ratio

Monte carlo retest methods working fine

30.11.2018 12:48

Yes, it is strange. We will look into it.

04.12.2018 14:56

snippet SharpeRatio. Kvoli daily returnom v Monte Carle.

13.12.2018 09:24

Status changed from New to Fixed

Votes: 0