What If: Evaluating the trading performance of strategies
Both snippets are described in this blog post: https://strategyquant.com/blog/evaluating-the-trading-performance-of-strategies/
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Both snippets are described in this blog post: https://strategyquant.com/blog/evaluating-the-trading-performance-of-strategies/
Thank you very much Clonex for this awesome idea and this excellent snippet !!!!!!!