Navigation

    Quantiacs Community

    • Register
    • Login
    • Search
    • Categories
    • News
    • Recent
    • Tags
    • Popular
    • Users
    • Groups

    Out-of-Sample Sharpe stuck at 0, or -19.10

    Support
    1
    1
    0
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • B
      blue.weasel last edited by

      I've got several strategies that is 1-2ish IS Sharpe. However, the OS is stuck at either 0 or -19.10 (specifically this value). Anyone knows what could be the issue, and how I can resolve it? Thanks

      1 Reply Last reply Reply Quote 0
      • First post
        Last post
      Powered by NodeBB | Contributors
      • Documentation
      • About
      • Career
      • My account
      • Privacy policy
      • Terms and Conditions
      • Cookies policy
      Home
      Copyright © 2014 - 2026 Quantiacs LLC.
      Powered by NodeBB | Contributors