why was sharpe ratio removed
Created at 24 May 2024, 22:35
FA
why was sharpe ratio removed
24 May 2024, 22:35
can anyone tell me? why is this considered an improvement? it's one of the most common statistical analysis that exists why did you remove this
Replies
CouldBeKev
27 May 2024, 14:19
( Updated at: 28 May 2024, 05:39 )
RE: why was sharpe ratio removed
PanagiotisCharalampous said:
Hi there,
The calculation was not correct, also it was causing performance issues, therefore it was removed.
Best regards,
Panagiotis
Hi, I was disappointed to see this gone too, I found this setting gave many great results will this be fixed and reintroduced?
Thanks
@CouldBeKev
PanagiotisCharalampous
26 May 2024, 07:13
Hi there,
The calculation was not correct, also it was causing performance issues, therefore it was removed.
Best regards,
Panagiotis
@PanagiotisCharalampous