Thanks a lot for your helpful answers guys!
Indeed, @jessegrabowski 's hint did the trick.
I just replaced the sharpe definition with the already existent mean & std variables.
sharpe = mean / std * np.sqrt(252)
Related topics
| Topic | Replies | Views | Activity | |
|---|---|---|---|---|
| Normal distribution throws errors when using shared variables | 3 | 1103 | August 7, 2018 | |
| Sampling a multivariate normal with priors on the individual components of the mean | 2 | 399 | May 6, 2018 | |
| Bayesian Value at Risk | 6 | 2013 | June 23, 2017 | |
| Issue getting started with simple example | 1 | 729 | November 18, 2018 | |
| Can't recover the scale parameter in Student's T model | 3 | 694 | October 6, 2017 |