Purpose

[dominic2017]

Hi, not a programming question but a more core question to why thi programming is done: what is things like coronavirus or unexpected events like trade disputes happen, would this make this code and sharpe abit pointless?

"Alternatively, there can be a major negative event, a black swan, which could push the markets into a deep trough. Since these events are rare, they are not factored in adequately using calculations driven by an average. The same is true for most risk measures."

Some readup if ure keen: https://ragingbull.com/stocks/sharpe-ratio-dont-be-fooled-by-high-returns/
https://unovest.co/2017/08/sharpe-ratio-problem/
https://oxfordstrat.com/ideas/sharpe-ratio/

Always good to have more indicators!