Why Backtested Sharpe Ratios Are Almost Always Too High

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

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Blockcircle 团队

覆盖加密货币、股票、大宗商品、贵金属和预测市场的金融市场情报。

Why Backtested Sharpe Ratios Are Almost Always Too High | Blockcircle