Use Minimal Risk Rate as default for "risk_free_rate" in the Terminal Sharpe Ratio

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Use Minimal Risk Rate as default for "risk_free_rate" in the Terminal Sharpe Ratio #5

Open MattCMK opened 2 years ago

MattCMK commented 2 years ago

Currently we are using "hard-coded" 2% as the risk free rate in our Terminal Sharpe Ratio. Instead we should use our model for the Minimal Risk Rate to calculate that number