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# compute sharpe ratio using Pandas rolling and std methods, the trading days is set to 252 days: TRADING_DAYS = 252: returns_portfolio = np.log(closePriceTable/closePriceTable.shift(1)) returns_portfolio.fillna(0, inplace=True) volatility_portfolio = returns_portfolio.rolling(window=TRADING_DAYS).std()*np.sqrt(TRADING_DAYS)
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