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Por que Backtested Sharpe Ratios Are Almost Always Too High
A backtested Sharpe de 2.5 will almost certainly be lower en live trading. Comprendiendo Por que helps you set realistic expectations y avoid overfitting.
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A backtested Sharpe de 2.5 will almost certainly be lower en live trading. Comprendiendo Por que helps you set realistic expectations y avoid overfitting.