Why a lower contest sharpe can rank higher than higher contest sharpe?
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for example, 2.72 contest sharpe ranked 11 but 4.64 contest sharpe ranked 12
Besides contest sharpe, what's the factor for ranking please?
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Dear @angusslq,
The ranking is calculated based on contest sharpe ratio only. The situation that you saw at that time was only temporary because at that point the calculations for new day were ongoing, so some strategies were processed before others, and their contest sharpe was updated, but the ranking is only updated after every single strategy from that contest has been processed and updated.
Regards