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jeffwf/config.properties

Last active December 29, 2015 00:39
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config.properties
sc.sanity.sharpe_ratio=40
sc.sanity.sortino_ratio=20
sc.sanity.information_ratio=0.6
sc.sanity.concentration=2.3
sc.sanity.turnover=9.7
sc.sanity.investing_iq=15
sc.sanity.max_new=5000
sc.sanity.max_missing=5000
sc.sanity.insanity_threshold_percent=10
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