Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

calculate sharpe ratio for options?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    calculate sharpe ratio for options?

    Calculating sharpe ratio for shares is a straight forward task: (average returns - risk free ) / standard deviation. However i remain baffled as to how to tackle the task for options, can someone please advise regarding this?

    thanks in advance

    #2
    Hello godzilla432,

    Unfortunately we do not support options in NinjaTrader. We only support futures, equities, forex and indices. I do not have information how Sharpe ratio is calculated for options. I suggest to search the web or perhaps a customer can help you out.
    JasonNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by futtrader, 04-21-2024, 01:50 AM
    4 responses
    41 views
    0 likes
    Last Post futtrader  
    Started by Option Whisperer, Today, 09:55 AM
    1 response
    11 views
    0 likes
    Last Post bltdavid  
    Started by port119, Today, 02:43 PM
    0 responses
    1 view
    0 likes
    Last Post port119
    by port119
     
    Started by Philippe56140, Today, 02:35 PM
    0 responses
    3 views
    0 likes
    Last Post Philippe56140  
    Started by 00nevest, Today, 02:27 PM
    0 responses
    2 views
    0 likes
    Last Post 00nevest  
    Working...
    X