You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
reacted with thumbs up emoji reacted with thumbs down emoji reacted with laugh emoji reacted with hooray emoji reacted with confused emoji reacted with heart emoji reacted with rocket emoji reacted with eyes emoji
-
vbt is a beautiful tool, thank you for the work!
I am having issues with the benchmark for sharpe ratio calculations.
following what was said here : #247 (reply in thread)
I tried to set a benchmark for the sharpe_ratio but it seems to be ignored. Using :
pf.sharpe_ratio(benchmark_rets=...)
regardless of what I pass as benchmark_rets, the sharpe_ratio resulting does not change.
Instead I was able to set the risk free rate directly with :
pf.sharpe_ratio(risk_free=0)
What am I missing ?
Thanks
Beta Was this translation helpful? Give feedback.
All reactions