In the realm of investment, gauging performance and risk is paramount. Two metrics stand out for their effectiveness in measuring the risk-adjusted returns of an investment: the Sharpe ratio and the Sortino ratio. When applied on a rolling basis, these ratios provide a dynamic and nuanced view of an investment's performance over time. In this blog post, we'll delve into why these rolling metrics are crucial for investors and how Python can be employed to calculate and visualize them for the Nifty index.
The post Rolling Sharpe and Sortino Ratios – Python Code appeared first on Marketcalls.