Commit 54ec33c
fix: use 365-day annualisation for Sharpe ratio
Energy markets operate every day of the year, unlike equities where
252 trading days is the convention. Updated the annualisation factor
in compute_sharpe() and the corresponding notebook walkthrough.
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>1 parent c5b2dcd commit 54ec33c
3 files changed
Lines changed: 8 additions & 73 deletions
File tree
- .claude/commands
- notebooks
- src/nexa_backtest/analysis
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