Pair Trading on S&P 500 (test)
1.84Sharpe Ratio
TRIALS
Updated 3mo ago
Evaluation Results
| Method | Links | |||||
|---|---|---|---|---|---|---|
2023.01 | 1.84 | 0.5 | -9 | 0.22 | 3.7 | |
2023.01 | 1.37 | -0.15 | -20 | 0.13 | 1.4 | |
2023.01 | 1.18 | 0.21 | -9 | 0.16 | 2.1 | |
2023.01 | 0.07 | 0.01 | -25 | 0.22 | 1 | |
2023.01 | -1.41 | -0.14 | -20 | 0.12 | 0.7 | |
2023.01 | -1.83 | -0.36 | -37 | 0.27 | 2.1 |