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Lumiwealth / quantstats_lumi

Apache License 2.0
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PATCH Sharpe instead of Total Return in the major metrics #40

Closed hygarlic closed 1 month ago

hygarlic commented 1 month ago

1: Sharpe instead of Total Return in the major metrics. Sharpe ratio is a very popular metrics and is normalized, contrary to Total Return. And in the key performance metrics, Sharpe is shown before RoMaD.

2: Correct link to the github repo in report.html

korbit-ai[bot] commented 1 month ago

My review is in progress :book: - I will have feedback for you in a few minutes!

hygarlic commented 1 month ago

PATCH Cancelled & Replaced by next PATCH