Hi there,
I have created the famous grahams cigar butts strategy, and as topic mentions I'm looking for some tests to run on on the portfolio. Sharpe ratio and such things is not what I think is fun
but rather forecasting (?), maybe test how the NCAV correlate to some benchmark or something.
I'll be glad for any tips!
I have created the famous grahams cigar butts strategy, and as topic mentions I'm looking for some tests to run on on the portfolio. Sharpe ratio and such things is not what I think is fun
but rather forecasting (?), maybe test how the NCAV correlate to some benchmark or something. I'll be glad for any tips!
