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robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
https://pyportfolioopt.readthedocs.io/
MIT License
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Help regarding the calculation of Sharpe ratio in portfolio optimization #329

Closed ghost closed 3 years ago

ghost commented 3 years ago

Hey, I was having trouble in calculating the Sharpe ratio in python and want to know that I have calculated it correct and also just need your assistance in creating risk model using my values.

https://colab.research.google.com/drive/1N8LKjyqpdgQ8ER8FXRlX1fykPavMl-LO#scrollTo=byAbaw9CFZDQ&line=1&uniqifier=1

robertmartin8 commented 3 years ago

Hi @Shauryasingh741,

I can't access the notebook. Could you copy-paste the relevant parts into github, using triple backticks ``` to make a codeblock?

Also can you describe exactly what trouble you're having calculating the Sharpe ratio?

Best, Robert

ghost commented 3 years ago

Ok @Robert Andrew Martin @.***>

On Sun, May 2, 2021 at 11:24 AM Robert Martin @.***> wrote:

Hi @Shauryasingh741 https://github.com/Shauryasingh741,

I can't access the notebook. Could you copy-paste the relevant parts into github, using triple backticks ``` to make a codeblock?

Also can you describe exactly what trouble you're having calculating the Sharpe ratio?

Best, Robert

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robertmartin8 commented 3 years ago

I'm closing this as there is no information about the issue – please reopen if needed!