New Trading Strategy Research Results
Insight into how new approaches by the data team are driving simulated trading outcomes
Created on August 2|Last edited on August 25
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Table of Contents (click to expand)
IntroductionRolling Sharpe Ratio: With vs. Without Sentiment DataHighest Sharpe Ratio (No Sentiment Data)Highest Sharpe Ratio (With Sentiment Data)
Introduction
This report is intended for a non-technical audience or business stakeholder. The purpose is to showcase how these new proposed trading strategies will positively affect the business.
Rolling Sharpe Ratio: With vs. Without Sentiment Data
Run set
2
Highest Sharpe Ratio (No Sentiment Data)
Parameter Tuning
20
Highest Sharpe Ratio (With Sentiment Data)
Run set
179
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