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---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
sharpe Documentation page on the Sharpe Ratio - a financial measure calculated in the OpenBB framework. Includes parameters, source code, and instructions for plotting the Sharpe ratio in a chart. Relevant for quantitative finance, data analysis, and Python programming.
Sharpe Ratio
Quantitative Analysis
Risk-Free Rate
Data Visualization
Finance
Financial Models
Programming

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

Calculates the sharpe ratio

Source Code: [link]

openbb.qa.sharpe(data: pd.DataFrame, rfr: float = 0, window: float = 252)

Parameters

Name Type Description Default Optional
data pd.DataFrame selected dataframe column None False
rfr float risk free rate 0 True
window float length of the rolling window 252 True

Returns

Type Description
pd.DataFrame sharpe ratio

Plots Calculated the sharpe ratio

Source Code: [link]

openbb.qa.sharpe_chart(data: pd.DataFrame, rfr: float = 0, window: float = 252)

Parameters

Name Type Description Default Optional
data pd.DataFrame selected dataframe column None False
rfr float risk free rate 0 True
window float length of the rolling window 252 True

Returns

This function does not return anything