Webb4 mars 2024 · 11 Approximately correct solution using df.rolling and a fixed window size of 180 days: df ['rs'] = df ['returns'].rolling ('180d').apply (my_rolling_sharpe) This window isn't exactly 6 calendar months wide because rolling requires a fixed window size, so trying window='6MS' (6 M onth S tarts) throws a ValueError. WebbSharpe is an intelligent, driven, and fiercely ambitious man, rising through the ranks by courage, determination, and luck. He is most comfortable on the battlefield; and being a soldier is the life he excels at. His best friends and …
Factor benchmarks and Style analysis - Style & Factors Coursera
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