Hi, I run into quite large differences in Sharpe Ratio's in the development/testing environment and the contest submit fase. Is there a reason for this difference? What is the correct SR?
Posts made by TheFlyingDutchman
RE: Suggestions for the Q17 contest.
Hi , I do have a question on the development and testing for the Q17 competition:
Sometimes I do get a warning in testing: "The strategy correlates with other strategies and will be rejected. Modify the strategy to produce the different output."
What does the correlation refer to, to what strategies exactly? To me it is unclear what to modify. Best Regards, TheFlyingDutchman