code: def calmarnorm(sharpe, T, tau = 1.0):
      '''
      Multiplicator for normalizing calmar ratio to period tau
      '''
      return calmar(sharpe,tau)/calmar(sharpe,Tf calmarnorm(sharpe, T, tau = 1.0):
      '''
      Multiplicator for normalizing calmar ratio to period tau
      '''
      return calmar(sharpe,tau)/calmar(sharpe,T)
docs: Multiplicator for normalizing calmar ratio to period tau