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Ran the numbers on a simple mean-reversion strategy over 10 years of…

CO
Chidi Okafor
Ran the numbers on a simple mean-reversion strategy over 10 years of data — Sharpe of 1.1 before costs, closer to 0.7 after. Still working on it.
  • J
    jinokol541@caps7.com

    ghfnfjgfhfg

    Oct 5
  • MC
    Marcus Chen

    Curious what your walk-forward results looked like vs. the in-sample Sharpe.

    Aug 30
  • MC
    Marcus Chen

    Curious what your walk-forward results looked like vs. the in-sample Sharpe.

    Aug 30
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