Monthly Archives: December 2012

Bash script calculating sharpratios on Yahoo Finance data

Sharpratio

For one of my trading projects I am looking to calculate something called sharpratio for pricing of an equity over time. This can be done in a spreadsheet, but this becomes a bit laborious as I want to do this for more than 1000 of data sets. So I set out to write a bash script that calculates the sharp ratio on any given price data set from Yahoo Finance. If you are interested in how I use this as part of a trading strategy. I will be posting there shortly on how I intend to use the below code as part of the trading strategy I use. More info on the theory of sharp ratio can be found here.

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