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87 lines
2.0 KiB
Markdown
Vendored
87 lines
2.0 KiB
Markdown
Vendored
---
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title: sharpe
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description: Documentation page on the Sharpe Ratio - a financial measure calculated
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in the OpenBB framework. Includes parameters, source code, and instructions for
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plotting the Sharpe ratio in a chart. Relevant for quantitative finance, data analysis,
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and Python programming.
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keywords:
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- Sharpe Ratio
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- Quantitative Analysis
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- Risk-Free Rate
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- Data Visualization
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- Finance
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- Financial Models
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- Programming
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="qa.sharpe - Reference | OpenBB SDK Docs" />
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import Tabs from '@theme/Tabs';
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import TabItem from '@theme/TabItem';
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<Tabs>
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<TabItem value="model" label="Model" default>
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Calculates the sharpe ratio
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/common/quantitative_analysis/qa_model.py#L537)]
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```python
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openbb.qa.sharpe(data: pd.DataFrame, rfr: float = 0, window: float = 252)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| data | pd.DataFrame | selected dataframe column | None | False |
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| rfr | float | risk free rate | 0 | True |
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| window | float | length of the rolling window | 252 | True |
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---
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## Returns
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| Type | Description |
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| ---- | ----------- |
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| pd.DataFrame | sharpe ratio |
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Plots Calculated the sharpe ratio
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/common/quantitative_analysis/qa_view.py#L1156)]
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```python
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openbb.qa.sharpe_chart(data: pd.DataFrame, rfr: float = 0, window: float = 252)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| data | pd.DataFrame | selected dataframe column | None | False |
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| rfr | float | risk free rate | 0 | True |
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| window | float | length of the rolling window | 252 | True |
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---
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## Returns
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This function does not return anything
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---
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</TabItem>
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</Tabs>
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