Excellent explanation of a complex topic! Many thanks. Can you please make a separate video on the calculation of the Sharpe ratio of the Option strategy?
On your Daily calculation you are removing 5% daily rather than (SQRT(252)*.05). Your sharpe should be higher on the daily. Meaning the risk free rate is not a daily return, its an anuual return.
Excellent explanation of a complex topic! Many thanks. Can you please make a separate video on the calculation of the Sharpe ratio of the Option strategy?
please subscribe my channel, I can cover a lot of topic. including calculation of the Sharpe ratio of the Option strategy
I was confused till now,, thank you very much!!
If u r able to understand please let me know
On your Daily calculation you are removing 5% daily rather than (SQRT(252)*.05). Your sharpe should be higher on the daily. Meaning the risk free rate is not a daily return, its an anuual return.
How are you calculating return?
Can you plz explain how did u get those values under return column
Please make a video on Max drawdown, Hit-ratio. Thanks!
already done, please check in my channel
How you conclude that risk free is 5%
absolutely life-saving, thank you very much !
You're welcome!
Also,
on 7:57
Why did you use Sqrt 252 and not Sqrt (252/60)
video is blurry