23 points navquant | 1 comments | 29 Jun 25 17:38 UTC | 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?
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.