Sharpe ratio very low

1 replies

Lastman

Subscriber, bbp_participant, community, 1 replies.

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7 months ago #274846

Hi,
I’m getting a sharpe ratio very low in my strategy analysed with QuantAnalyser.
The same value is much higher if calculated with other softwares.
I saw in the forum other posts claiming the same problem.
Can you provide more details about the formula you use? Any explanation?

Thank you in advance.

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tomas262

Administrator, sq-ultimate, 1 replies.

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7 months ago #274861

Hello,

you can check the sharpe ratio formula using QuantEditor. There can be some differences between formulas in various software

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