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Sharpe Ratio Python

An implementation of the Sharpe Ratio in Python

Measures of Risk-adjusted Return

September 1, 2013 | | 17 Comments
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This article is a supplement to some of the topics presented in Dr. Tucker Balch's online MOOC, Computational Investing. Financial markets are complex adaptive systems which are almost always indistinguishable from random processes. That said markets do exhibit quantifiable factors such ... Read More