Documentation ¶ Index ¶ func Sharpe(returns types.Series, periods int, annualize bool, smart bool) float64 Constants ¶ This section is empty. Variables ¶ This section is empty. Functions ¶ func Sharpe ¶ func Sharpe(returns types.Series, periods int, annualize bool, smart bool) float64 Sharpe: Calcluates the sharpe ratio of access returns @param periods (int): Freq. of returns (252/365 for daily, 12 for monthy) @param annualize (bool): return annualize sharpe? @param smart (bool): return smart sharpe ratio Types ¶ This section is empty. Source Files ¶ View all Source files omega.gosharp.gosortino.go Click to show internal directories. Click to hide internal directories.
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