Tag: metrics
Posted in • Diligently
What should I filter and rank Priority?
Home In phase 1, which says to create 4-6 portfolios, in this part, what should I filter
November 16, 2024
Posted in • Diligently
IS and OOS.
Home Added ability to filter by IS and OOS in each topic to see which IS/OOS should
November 16, 2024
Posted in • Diligently
Out-Of-Sample (OOS) performance.
Home OOS Testing: More importantly, assess the performance during out-of-sample testing to ensure the strategy is robust
November 16, 2024
Posted in • Diligently
Is possible to found my setup?
Home Yes, it is possible to find or build a strategy that meets these criteria, but it
November 16, 2024
Posted in • Diligently
CAGR/Max DD% and Sharp ratio ?
Home what’s the most priority betwee CAGR/Max DD% and Sharp ratio ? When prioritizing between CAGR/Max DD% and Sharpe Ratio,
November 16, 2024
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