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MC tests only for IS

does ANYONE trying new things through the builds? :(



MC tests only for IS works well, but RESULT is computed from RDD FS...so we will be getting bullshits

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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

h
#1

hankeys

01.09.2019 11:52

Task created

MF
#2

Mark Fric

02.09.2019 09:33

Status changed from New to Refused

sorry, but I don't see what is the bug.


You are free to configure any comparison in conditions. If you use In Sample Monte Carlo, you should compare it to In Sample metric from main result, but this can be easily configured.


The values in MC table are always displayed according to cross check setting (IS or Full sample), also for original strategy. 

h
#3

hankeys

02.09.2019 09:40
yes, you are right, we can configure it behind the filters of MC test
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