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evaluate consistency/risk metrics described by darwinex blog post #244

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jdfergason opened this issue Feb 9, 2023 · 0 comments

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jdfergason commented Feb 9, 2023

Darwinex has a good description of several consistency/risk metrics that we should evaluate and possibly add to pv:

https://blog.darwinex.com/identify-overfit-trading-strategies/

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