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sortino-ratio

Here are 4 public repositories matching this topic...

Innovativaltd / RiskAdjustedReturn

Download NIFTY historic data and calculate Calmar Ratio, Sortino Ratio, Sterling ratio, Sharpe Ratio, Treynor ratio, Jensens alpha, Information ratio, Appraisal ratio, Tracking error, Max drawdown, Average drawdown. Select the best stocks based on Risk Adjusted Return and other parameters like debt to equity, insider holding, profit margin etc.

sharpe-ratio tracking-error max-drawdown sterling-ratio sortino-ratio calmar-ratio risk-adjusted-return treynor-ratio jensen-s-alpha information-ratio appraisal-ratio average-drawdown debt-to-equity profit-margin

Updated Jan 23, 2022
Jupyter Notebook

quantcore / estadisticas-finanzas-basicas-python

Estadísticas básicas para analizar activos, portafolio de inversión o estrategías de trading algoritmico

python trading sharpe-ratio stocks finanzas drawdown sortino-ratio calmar-ratio

Updated Sep 18, 2022
Jupyter Notebook

Peter-Staadecker / Lions-and-Tigers-and-Sortinos-Oh-My

Python program to calculate the beta, up/down market capture and Sortino ratios of various stocks.

python beta pandas stock-market stocks stock-data financial-analysis volatility financial-markets standard-deviation tiingo sortino sortino-ratio up-market-capture down-market-capture beta-coefficent

Updated Jul 21, 2023
Python

zaid-24 / Financial-Risk-Management-Project

sharpe-ratio frm markowitz-portfolio sortino-ratio

Updated Jul 3, 2024
Jupyter Notebook

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