Bash script calculating sharpratios on Yahoo Finance data
Here is what the code does:
It reads in a price data file that you can get from Yahoo Finance. The script will run through the file and will calculate the price difference for each trading day from adjusted close to adjusted close the other day. It will also calculate the absolute return made since the starting date of the data set. Then at the end, it will calculate the average of the daily differences, the standard deviation of these differences and finally the sharp ratio over the set of data.