UoB-DSMP-2023-24 / dsmp-2024-group18

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Error in strategy B output to assess #35

Closed timmulvaney closed 6 months ago

timmulvaney commented 6 months ago

Strategy B seems to output the wrong results, need to amend

timmulvaney commented 6 months ago

Looked at strategy, makes more 'hold' signals, but has higher sharpe and sortino.

Too late to alter, and interesting to write about in report