Mubin Attar

Note

State the risk-free rate wherever Sharpe appears

  • ~1 min read
  • #quant#honesty

A Sharpe ratio is meaningless without the risk-free rate it assumed — change the rate and the number moves. Most backtests quietly pick one (often zero) and never say so.

In TradePulse, Sharpe and Sortino are annualized and the risk-free rate is printed wherever they appear. No silent assumption; the reader can check the math.

It's a small discipline, but it's the same rule as everywhere else on this site: a metric ships with the method that produced it, or it doesn't ship. More in the TradePulse case study.

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