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A simple python util to calculate sharpe ratio for algorithm backtesting

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Sharp Stock

A simple Python library to calculate the Sharpe Ratio of a stock.

How to use

pip install sharpstock
from sharpstock.sharpe_ratio import calculate_sharpe_ratio
df = pd.read_csv('data.csv')
calculate_sharpe_ratio(df)

Features

  • Sharpe Ratio Calculation
  • Calculate Sharpe Ratio for multiple stocks

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A simple python util to calculate sharpe ratio for algorithm backtesting

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