Algorithmic Trading on Nasdaq (P2)
0.88Sharpe RatioDual Uncertainty
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Dual Uncertainty2026.07 | 0.88 | 12.35 | -1.75 | |
| Triple Uncertainty2026.07 | 0.83 | 38.96 | -8.77 | |
| RUE2026.07 | 0.77 | 15.3 | -7.54 | |
| MC Dropout2026.07 | 0.71 | 2.94 | -6.25 | |
| Weighted Sum SR2026.07 | 0.67 | 26.46 | -34.9 | |
| Direct Multiplication SR2026.07 | 0.65 | 1.11 | -2.26 | |
| Indicator Disagreement2026.07 | 0.51 | 38.28 | -6.17 | |
| Normalized SR2026.07 | 0.14 | 0.95 | -11.05 | |
| Standard PPO2026.07 | -0.29 | -0.29 | -0.78 | |
| ARIMA2026.07 | -0.39 | -25.63 | -31.67 |