thanks in advance
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calculate sharpe ratio for options?
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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 -
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
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