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Analyzing Bitcoin Questionable Example Results

The final Code Repo Bitcoin project example solution with its Risk of 220833.854 and Sharpe Ratio of 44.547 seems a bit questionable. In an attempt to reproduce the data in the example, one could use: data ='BTC-USD', start='2020-10-14', end='2021-10-12') The question then becomes how to determine the 'return' which is used to calculate the Risk and the Sharpe Ratio. The questionable results could be calculated if one determines the 'return' as: return = data['Close'] instead of: return = data['Close'].pct_change() If the Risk and Sharpe ratio in the example are correct, could someone please provide some insight into the interpretation of the values? Thank you.

3/6/2022 10:56:12 PM

James Keller

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