def annualised_sharpe(returns, N=252):
return np.sqrt(N) * returns.mean()/returns.std()
def equity_sharpe(ticker,start, end):
pdf = web.DataReader(ticker, \'quandl\', start, end).sort_index()
pdf[\'daily_ret\'] = pdf[\'Close\'].pct_change()
pdf[\'excess_daily_ret\'] = pdf[\'daily_ret\'] - 0.05/252
return annualised_sharpe(pdf[\'excess_daily_ret\'])