15.1) Research Study | Which Optimization Performance Metric is best? (PART 1)
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4 سال پیش
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Ever wondered which metrics work
Ever wondered which metrics work best for measuring algorithmic trading performance in an optimization? If so then these research results will help to answer that question. In scope are the Sharpe Ratio, Profit Factor, Expected Payoff, Recovery Factor, CAGR/Max Drawdown, CAGR/Mean Drawdown, r and R-Squared.
#AlgorithmicTrading, #PerformanceMetric, #Optimization, #Research, #SharpeRatio, #ProfitFactor, #ExpectedPayoff, #RecoveryFactor, #CAGRMaxDrawdown, #CAGRMeanDrawdown, #r, #RSquared, #CorrelationCoefficient, #CoefficientOfDetermination, #EquityCurve, #WalkForward, , #Parameters
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#AlgorithmicTrading, #PerformanceMetric, #Optimization, #Research, #SharpeRatio, #ProfitFactor, #ExpectedPayoff, #RecoveryFactor, #CAGRMaxDrawdown, #CAGRMeanDrawdown, #r, #RSquared, #CorrelationCoefficient, #CoefficientOfDetermination, #EquityCurve, #WalkForward, , #Parameters
Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance Fees:
https://www.darwinex.com/?utm_source=...
Risk disclosure:
https://www.darwinex.com/legal/risk-d...
4 سال پیش
در تاریخ 1399/08/29 منتشر شده
است.
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