Hello All! 

We're looking for feedback on a proposed new Alpha selection filter. The Probabilistic Sharpe Ratio would give us another way to measure the results of backtests submitted and provide funds looking to license Alphas with more information about algorithm performance beyond our current metrics. If you have suggestions please clone the backtest, examine the notebook, and give us your thoughts!

Thanks,

Jack

Author

Jack Simonson

September 2019