tumin999的专栏

// N!.cpp : 定义控制台应用程序的入口点。///*N!Time Limit: 10000/5000 MS (Java/Others) Memory Limit: 65536/32768 K (Java/Others)Total Submission(s): 27897 Accepted Submission(s): 7646Problem Descripti

# 夏普比率研究 # 样本平均收益率 / 样本收益率标准差import pandas as pdimport numpy as np# 构建两个收盘价序列，都是从10涨到10.5, 但数据2显然质量更高s1_c = pd.Series([10, 9.7, 10, 10.3, 10, 9.7, 10, 10.3, 10.5])s2_c = pd.Series([10