Published onOctober 9, 2021Evaluating a Trading Strategy Performance - Part 2strategy-performancehit-ratiosharpe-ratiodrawdownpythonquantitative-tradingquantifruttiHow and what metrics to compute to analyse the performance of a trading strategy.
Published onOctober 8, 2021Evaluating a Trading Strategy Performance - Part 1strategy-performancehit-ratiosharpe-ratiodrawdownpythonquantitative-tradingquantifruttiHow and what metrics to compute to analyse the performance of a trading strategy.