jsharpe 0.2.0

Sharpe ratio

📦 jsharpe

🚀 Getting Started

🔧 Set Up Environment

make install

This installs/updates uv, creates your virtual environment and installs dependencies.

For adding or removing packages:

uv add/remove requests  # for main dependencies
uv add/remove requests --dev  # for dev dependencies

✅ Configure Pre-commit Hooks

make fmt

Installs hooks to maintain code quality and formatting.

🛠️ Development Commands

make tests   # Run test suite
make marimo  # Start Marimo notebooks

👥 Contributing

• 🍴 Fork the repository
• 🌿 Create your feature branch (git checkout -b feature/amazing-feature)
• 💾 Commit your changes (git commit -m 'Add some amazing feature')
• 🚢 Push to the branch (git push origin feature/amazing-feature)
• 🔍 Open a Pull Request

📚 Usage

Run this minimal, deterministic example to compute the Probabilistic Sharpe Ratio (PSR) from the package functions.

from jsharpe import probabilistic_sharpe_ratio

sr = 0.036 / 0.079
psr = probabilistic_sharpe_ratio(SR=sr, SR0=0, T=24, gamma3=-2.448, gamma4=10.164)
print(f"{psr:.3f}")

0.987