23 points navquant | 1 comments | 29 Jun 25 17:38 UTC | HN request time: 0.533s | 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?
Probably better to give some interpretation of the achieved Sharpe, to help end users interpret the results, rather than curating a whole zoo of exotics that nobody understands.