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Difference between results on Quant X and Analyzer

2 replies

2 years ago #274774

Hello,

I have an issue when i make a portfolio in Quant X and load file in Analyzer, the data do not match. For example:
i use % risk of account on strategy quant and i get with my portfolio SHARPE RATIO 4.73 and when i import the same portfolio and run money managment again in Analyzer i get SHARPE RATIO 0.29.

This is not the only thing that does not match, SQN, Expactancy, AHRP, and so on…

Any ideas why is there so much difference between these?

Thank you for the answer.

2 years ago #275059

Hello,

there are slightly different formulas used in both platforms (not necessarily better or wrong). In the future version of QuantAnalyzer we plan to unify formulas

2 years ago #275067

Great. Thank you for that

Viewing 2 replies - 1 through 2 (of 2 total)

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