Algorithmic Trading A-z With Python- Machine Le... Now
A Sharpe ratio > 1 is acceptable; > 2 is very good.
If your ML model predicts correctly 60% of the time, and your win/loss ratio is 1.5, Kelly says risk ~26% of capital. Conservative traders use "Half-Kelly" (13%). Algorithmic Trading A-Z with Python- Machine Le...
Let's build a simple trading strategy using Python and the libraries mentioned above. We'll use a momentum-based strategy that buys stocks with high returns over the past 30 days and sells stocks with low returns. A Sharpe ratio > 1 is acceptable; > 2 is very good
The course emphasizes that backtesting is a , not a prophecy. A Sharpe ratio >