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dkga01/22/20251 replyview on HN

Suggestion: calculate the out-of-sample Sharpe ratio[0] of the suggestions over a reasonable period to gauge how good the model would actually perform in terms of return compared to risks. It is better than vanilla accuracy or related metrics. Source: I'm a financial economist.

[0]: https://en.wikipedia.org/wiki/Sharpe_ratio


Replies

spiritplumber01/22/2025

thank you! that's exactly the sort of thing I don't know.