Recent content by raghavmb2

Yes, i did search on the web for a simple way to compute the sharpe ratio. Here's a link which explains very nicely and also the author gives an excel to check [http://investexcel.net/214/calculating-the-sharpe-ratio-with-excel/]. Accordingly i have also used the same concept, for me riskfree...

Thank you, but i am generating the signals in a custom built program so i wanted to plot the sharpe ratio also along with other parameters. What i have given as sample is a one session simulation, i have multiple sessions for which i want to plot the sharpe ratio.

How to compute the Sharpe Ratio ? I have written a small script to generate BUY,HOLD and SELL signals for a given stock in an equity market. I am confused as to how to compute the sharpe ratio. Below are the sample trades which i have simplified here. What is the correct way of computing the...