Sharpe software
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Sharpe software
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WebbJustin Sharpe Software Engineer 2 @ Toshiba Global Commerce Solutions Durham, North Carolina, United States. 334 followers 332 connections. Join to view ... Webb1 okt. 2024 · This time we will add the percentage change in each day — hence the 1 in the formula below. The daily return will be important to calculate the Sharpe ratio. portf_val [‘Daily Return’] = portf_val [‘Total Pos’].pct_change (1) The first daily return is a non-value since there is no day before to calculate a return.
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