资讯

I tried to reproduce four Collective2 Calmar ratios. None of them matched.

DevToData·2026/10/28 05:03:52🔗 原文

📋总体概括

I spent an evening recomputing the headline statistics on four Collective2 strategy pages. The profit factors mostly hold up. The Calmar ratios do not — none of the four. This is not a fraud hunt.

⚡关键信息

  • ▸I spent an evening recomputing the headline statistics on fo
  • ▸This is not a fraud hunt. It is a reproducibility check, the
  • ▸The two definitions I used
本文由本站自动聚合,以下为原始来源:前往 DevToData 阅读全文 →