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