Hi,
In the MC12 WFA report:
What is "PostOptimization Risk"?
Thanks,
Will
MC12 WFA report: What is "PostOptimization Risk"?
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Re: MC12 WFA report: What is "PostOptimization Risk"?
Hello, wilkinsw!
PostOptimization Risk is calculated as the average drawdown multiplied by 1.5 and allows for estimating the post-optimization trading risk.
PostOptimization Risk is calculated as the average drawdown multiplied by 1.5 and allows for estimating the post-optimization trading risk.