Skip to content

Instantly share code, notes, and snippets.

@jeffwf
Last active December 29, 2015 00:39
Show Gist options
  • Save jeffwf/7587466 to your computer and use it in GitHub Desktop.
Save jeffwf/7587466 to your computer and use it in GitHub Desktop.
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
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment