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daily_sharpe_ratio = avg_excess_return.div(sd_excess_return) # annualized Sharpe ratio for trading days in a year (5 days, 52 weeks, no holidays) annual_factor = np.sqrt(252) annual_sharpe_ratio = daily_sharpe_ratio.mul(annual_factor) fig = px.bar(annual_sharpe_ratio, color=annual_sharpe_ratio.index) fig.update_layout(showlegend= False, title ...
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