Tag: metrics

Home In phase 1, which says to create 4-6 portfolios, in this part, what should I filter

Home Added ability to filter by IS and OOS in each topic to see which IS/OOS should

Home OOS Testing: More importantly, assess the performance during out-of-sample testing to ensure the strategy is robust

Home Yes, it is possible to find or build a strategy that meets these criteria, but it

Home what’s the most priority betwee CAGR/Max DD% and Sharp ratio ? When prioritizing between CAGR/Max DD% and Sharpe Ratio,