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我尝试复现四个 Collective2 的 Calmar 比率,无一匹配
原标题: 我尝试复现四个 Collective2 的 Calmar 比率,无一匹配
📋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
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