My crypto backtest had a sharpe of 13.4. Then I added trading costs
I was not trying to prove a grand theory about crypto. I was testing simple, falsifiable baselines and looking for one result worth a second experim…
Последние новости Team Management от Tech News
I was not trying to prove a grand theory about crypto. I was testing simple, falsifiable baselines and looking for one result worth a second experim…
Originally published at flashalpha.com . If you are comparing these two, you are probably not choosing between them. Most desks that run FlashAlpha…