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Evaluation 🤌🏻
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illiteratecollarboneHi everyone! This is my first post here. I'm trying to understand which evaluation metric matters most when assessing performance. Is the Sharpe ratio generally considered the most important, or are there other metrics that deserve more attention?
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Nonius1mo agoHi Evaluation,
Hope you are well!
The ranking of a signal, for the purpose of leaderboard ranking and cash reward, depends on
a) sharpe ratio
and
b) not being too correlated with:
i) our legacy signals
and
ii) signals of submissions in this contest that have higher sharpe than your submission.
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