Add Sharpe
maybe? someday?
A
Amy
This is so easy to add. I'd love to see the backtesting platform include more risk metrics in general (Sortino as well). But Sharpe is my #1 request for 2 years.
This can easily be calculated. I do it on the fly for all my tests. (The current rfr uses the Fred api.)
M
Matthew Simon
maybe? someday?