Pair Trading on CSI 300 (test)
1.91Sharpe Ratio (SR)
TRIALS
Updated 4d ago
Evaluation Results
| Method | Links | |||||
|---|---|---|---|---|---|---|
2023.01 | 1.91 | 0.68 | 14 | 0.26 | 0.046 | |
2023.01 | 0.95 | 0.13 | 12 | 0.17 | 0.02 | |
2023.01 | 0.75 | 0.24 | 18 | 0.25 | 0.017 | |
2023.01 | -1.19 | -0.17 | 29 | 0.18 | 0.013 | |
2023.01 | -1.37 | -0.21 | 25 | 0.17 | 0.015 | |
2023.01 | -1.5 | -0.25 | 29 | 0.19 | 0.017 |