Practice

Code: Rolling Sharpe (63-day)

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Problem set

Sample Variance by HandAnnualized Sharpe from Daily StatsConvert Covariance to CorrelationInterpret a Z-Score ShockTwo-Asset Portfolio VariancePosition Size from Risk BudgetKelly Fraction ScenarioInterpret Daily VaRTriangular FX Arbitrage CheckSharpe vs Sortino in Allocation ChoiceDice Game Expected ValueBoth Assets Down ProbabilityCoin Flip Stop RuleCard Draw: Ace then KingMonty Hall VariantCode: Rolling Sharpe (63-day)Code: Kelly Fraction FunctionCode: Max DrawdownCode: Historical VaR (95%)Code: Equal-Weight Rebalance Shares
CodingBeginner

Implement rolling_sharpe(returns, window=63) that returns a list where each position i >= window-1 contains annualized Sharpe over a trailing window (rf=0). Use 252 trading days.

Unsolved

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