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Luis started the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio
I noticed that the value of SharpeRatio in the Summary table at the end of a backtest and the...
Luis left a comment in the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio
Thanks for the answer, Louis. I also noticed a separate bug. In the optimization screen,...
Luis left a comment in the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio
Given that both the summary statistics that are returned in the JSON result object and...
Luis started the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio
I noticed that the value of SharpeRatio in the Summary table at the end of a backtest and the...
Luis left a comment in the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio
This ticket is about cosmetics, nevertheless. I am enjoying the QuantConnect experience pretty much...
Luis left a comment in the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio
Thanks for the answer, Louis. I also noticed a separate bug. In the optimization screen,...
Luis left a comment in the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio
Given that both the summary statistics that are returned in the JSON result object and...
Luis left a comment in the discussion Discrepancy between SharpeRatio in Results Table and using Statistics.TotalPerformance.PortfolioStatistics.SharpeRatio
This ticket is about cosmetics, nevertheless. I am enjoying the QuantConnect experience pretty much...
5 months ago