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by kqr
334 days ago
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I'm going to assume this project is at best a few years old, so return over index is more likely to be an indicator of overbetting (taking on too much risk) than a performance indicator. Backtesting would be more useful. Of course, LLMs cannot be backtested since they know the past. This system is impossible to test. I would be hesitant to trust it. |
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Best metric here would be a Sharpe Ratio and drawdown details. https://en.wikipedia.org/wiki/Sharpe_ratio
> This system is impossible to test. I would be hesitant to trust it.
Disagree. Best test would be a paper test going forward, audited by a common platform.