Brilliant thanks for your help. Will adjust accordingly.
252 from a quick online search http://ir.theice.com/~/media/Files/I/Ice-IR/supplemental-volume-info/volume-reporting-tools/trading-days-2015-v2.pdf
Many thanks, I agree 1.87 is quite a high Sharpe for the market, I wasn't very clear but I was referring to the 0.119 figure as being too low for...
Hi All, Seeing if anyone is able to help me double check my Sharpe ratio calculations. For an example I've taken the daily returns of the S&P 500...
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