Incorrect Sharpe ratio calculation

Loaded strategies have different Sharpe ratio than that in SQX


Attachments
QA4.png
(575.94 KiB)
SQX.png
(244.26 KiB)
  • Votes +2
  • Project QuantAnalyzer
  • Type Bug
  • Status Fixed
  • Priority Low

History

TD
#1

Tomas.D

21.03.2020 14:49

Task created

o
#2

Enric

27.03.2020 16:59
Voted for this task.
TD
#3

Tomas.D

30.03.2020 19:21
Voted for this task.
TT
#4

Tamas

01.06.2020 12:06

Status changed from New to Fixed

Sharpe ratio is computed differently in SQX / QA.


You can open CodeEditor and see the code how it is calculated exactly.


Votes: +2

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