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23 points navquant | 1 comments | | HN request time: 0.199s | source

I built a simple but effective Sharpe Ratio calculator that gives the full historical variation of it. Should I add other rations like Calmar and Sortino?
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ProjectArcturis ◴[] No.44416129[source]
Who is the intended user for this? Pretty much anyone can calculate a mean and standard deviation without a bespoke website.
replies(2): >>44416200 #>>44418021 #
1. k2enemy ◴[] No.44418021[source]
I was wondering too. If someone is sophisticated enough to have their return data in a CSV, calculating a Sharpe ratio is trivial. The hard part is already done.