Closed erincr closed 8 years ago
Changes sharpe() function from (d.mean()/d.std())**(252**.5) to (d.mean()/d.std())*(252**.5).
(d.mean()/d.std())**(252**.5)
(d.mean()/d.std())*(252**.5)
Addresses issue #14 (sharpe ratio calc).
Changes sharpe() function from
(d.mean()/d.std())**(252**.5)to(d.mean()/d.std())*(252**.5).Addresses issue #14 (sharpe ratio calc).