I have been reviewing the results generated by the statistics wrapper function. The results don't look right with 5 years data. In particular most values appear to have been normalized to be under 1.0 value. The API however has only been passed price information and the data has not been modified. Yet the results for say Sharpe and Sortino look wrong.
Hi,
I have been reviewing the results generated by the statistics wrapper function. The results don't look right with 5 years data. In particular most values appear to have been normalized to be under 1.0 value. The API however has only been passed price information and the data has not been modified. Yet the results for say Sharpe and Sortino look wrong.
Please find attached.
Thank you
Fig calc_stats.txt