https://github.com/tim-hub/sharpstock
A simple python util to calculate sharpe ratio for algorithm backtesting
https://github.com/tim-hub/sharpstock
algorithm-trading quantitative-analysis quantitative-trading
Last synced: 10 months ago
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A simple python util to calculate sharpe ratio for algorithm backtesting
- Host: GitHub
- URL: https://github.com/tim-hub/sharpstock
- Owner: tim-hub
- License: apache-2.0
- Created: 2024-11-21T08:02:30.000Z (about 1 year ago)
- Default Branch: master
- Last Pushed: 2024-11-21T10:13:24.000Z (about 1 year ago)
- Last Synced: 2025-01-23T18:50:32.390Z (12 months ago)
- Topics: algorithm-trading, quantitative-analysis, quantitative-trading
- Language: Python
- Homepage:
- Size: 15.6 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Sharp Stock
A simple Python library to calculate the Sharpe Ratio of a stock.
## How to use
```
pip install sharpstock
```
```python
from sharpstock.sharpe_ratio import calculate_sharpe_ratio
df = pd.read_csv('data.csv')
calculate_sharpe_ratio(df)
```
## Features
- [x] Sharpe Ratio Calculation
- [ ] Calculate Sharpe Ratio for multiple stocks