Glossary · Lesson 6.13
Benchmark
A benchmark is a series — often a broad market index — that you compare your strategy against. Beating cash is not the same as beating the market.
Definition
A benchmark is a series — often a broad market index — that you compare your strategy against. Beating cash is not the same as beating the market.
In FactorSage
FactorSage shows your strategy's growth alongside a benchmark over the same period in backtest results.
Related
- Reading backtest resultsBacktesting