118; Degrees of freedom = 0 always

Degrees of freedom is broken in 118.
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  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

IH
#1

clonex / Ivan Hudec

02.02.2019 11:14

Task created

Kc
#2

coensio

23.02.2019 10:26
Voted for this task.
MF
#3

Mark Fric

13.06.2019 12:58

Status changed from New to Refused

algorithm for Degrees of freedom is: Complexity - Number of trades


So if you have 0 or very little number of trades Degrees of freedom can be 0.


Degrees of freedom works good for strategies that have some "normal" number of trades.


To measure how complicated the strategy is you should look at Complexity.


Votes: +1

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