get https://api.amberdata.com/market/metrics//historical/sharpe
Get the Sharpe metric for a specific asset symbol over a period of time.
Deprecation Notice
As part of our ongoing efforts to improve our API and services, we will be deprecating this endpoint on September 30, 2024. This decision is in line with our commitment to providing high-quality, efficient, and secure API services to our users.
We encourage all users of this endpoint to reach out to our customer support team for any assistance or inquiries on custom scripts. Thank you for your understanding and cooperation!
Not specifying startDate and endDate
If the
startDate
andendDate
query parameters are not provided, the API will return the data from the previous 1 year with a 1 day frequency.
Response Data
Field | Type | Description |
---|---|---|
timestamp | string | The time at which the metrics were calculated. |
historical_volatility | number | The historical volatility for a given data point. |
sharpe_ratio | number | The sharpe ratio for a given data point. |