Changes Sharpe ratio calculation to true ex ante calculation where SPY is used as the risk-free rate instead of treasury bonds. Refactors and updates the docstrings for many backend functions. Returns a dataframe of the optimal portfolio values vs. SPY.
Changes Sharpe ratio calculation to true ex ante calculation where SPY is used as the risk-free rate instead of treasury bonds. Refactors and updates the docstrings for many backend functions. Returns a dataframe of the optimal portfolio values vs. SPY.