How to calculate Sharpe ratio for a set of stocks and optimal portfolio modelling?
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Sharpe ratio formula: http://www.investopedia.com/articles/07/sharpe_ratio.asp
The Zipline module calculates sharpe ratio in Python as well, could open that up and read their code to see how to do it in Python, or just use their version.
Optimal modeling is a more complex topic, and really a trillion dollar question.
-Harrison 9 years ago
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