Unable to calculate Sharpe ratio
Author: alsilva86
Creation Date: 8/14/2016 11:25 PM
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alsilva86

#1
Guys I am sorry to be asking you this but I cant find other solution

Please let me know how using WL 6.9 we can have sharpe ratio calculated, so far I have looked around, its some kinda of legacy library but sharpe ratio is a very important risk metric among traders (why is it legacy?)

Waiting for your word.

ALOS
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Eugene

#2
Sharpe ratio comes out of the box in WL so no libraries are required. To understand why you're not seeing it check out this FAQ:

FAQ | Strategies and WealthScript > "Why Sharpe ratio is not provided in Optimization Results?" (applies to both optimizations and backtests alike)

P.S. We don't have no "legacy" libraries in principle. In fact, all the downloaded libraries are premium content. On our position regarding extension downloads by trial users, please see this FAQ:

FAQ | Miscellaneous, Extensions > "I can't download an Extension: the site says Wealth-Lab extensions are available only to Wealth-Lab Version 6 customers".