Lorenzo Bassetti
Results
1
comments of
Lorenzo Bassetti
I think in this case, Sharpe is computed as per : ( returns_mean - rfr) / stdDev(returns) ``` np.mean([0.50, -0.4, +0.5, -0.4]) 0.04999999999999999 std = np.std([0.50, -0.4, 0.5, -0.4]) 0.45...