down-market-capture

There are 0 repository under down-market-capture topic.

• 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.

  pythonpandastiingostocksstock-marketstock-datafinancial-marketsfinancial-analysissortino-ratiosortinobeta-coefficentbetaup-market-capturedown-market-capturevolatilitystandard-deviation
  Language:Python 0