Why Backtested Sharpe Ratios Are Almost Always Too High

A backtested Sharpe of 2.5 will almost certainly be lower in live trading. Memahami why helps you set realistic expectations and avoid overfitting.

Ditulis oleh

Tim Blockcircle

Intelijen pasar keuangan mencakup kripto, saham, komoditas, logam mulia, dan pasar prediksi.

Why Backtested Sharpe Ratios Are Almost Always Too High | Blockcircle