All Questions
2 questions
0
votes
0
answers
395
views
Sharpe ratio differs from Tradingview
I tried to backtest a simple strategy on TradingView, it made 6 trades with these results:
Now I want to calculate Sharpe ratio using definition provided by TradingView.
So, my daily returns(...
1
vote
1
answer
1k
views
Implementing the Sharpe's return-based style analysis on Python
I am trying to implement the Sharpe's return-based style analysis on Python.
The problem is formulated as follows:
...
- 649