Open WELZAY opened 1 month ago
Im using Portfolio Allocation with DOW 30 dataset . I have used. A2C, PPO , TD3, DDPG and SAC with different tuning parameters, but when I backtest using MVO i always find MVO having better Sharpe ratio and returns . Has anyone experienced that?
Im using Portfolio Allocation with DOW 30 dataset . I have used. A2C, PPO , TD3, DDPG and SAC with different tuning parameters, but when I backtest using MVO i always find MVO having better Sharpe ratio and returns . Has anyone experienced that?