File:FST monte carlo trials.png
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Summary
| Description |
English: The FST tells us that the optimal outcome of an unknown number of historical simulations is right-unbounded - with enough trials, there is no Sharpe ratio sufficiently large enough to reject the hypothesis that a strategy is false. |
| Date | |
| Source | Own work |
| Author | BlueEcho45 |
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 13:43, 22 May 2025 | | 640 × 480 (176 KB) | wikimediacommons>BlueEcho45 | Uploaded while editing "Draft:Deflated Sharpe Ratio" on en.wikipedia.org |
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