Attached is this example calculating sharpe index and some other KPIs that we can implement.
For this to work better - the first thing will be to change the model to be trained with a 60min data projection as 10min don't offer a good liquidity to the bitcoin market and creates bid ask lock situations that the model is not able to properly evaluate.
Just adding this so we can implement the sharpe evaluation on quantla performance! 💰 💸 💰 💸
Sharpe_index_calc_example.xlsx
Attached is this example calculating sharpe index and some other KPIs that we can implement. For this to work better - the first thing will be to change the model to be trained with a 60min data projection as 10min don't offer a good liquidity to the bitcoin market and creates bid ask lock situations that the model is not able to properly evaluate.