[KongchangAI]
Unverified50% confidenceFactExact time

The Sharpe ratio assumes that returns follow a normal distribution, whereas financial returns generally exhibit leptokurtosis and fat tails, and it ignores risk information such as maximum drawdown, skewness, and kurtosis.

1
Sources
50%
Confidence
Long-term
Relevance
8/11/2026
First Seen

Sources

金融机器学习模型为何难以评估?核心挑战与避坑指南

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