max-drawdown

There are 0 repository under max-drawdown 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-ratiosterling-ratiosortino-ratiocalmar-ratiorisk-adjusted-returntreynor-ratiojensen-s-alphainformation-ratioappraisal-ratiotracking-errormax-drawdownaverage-drawdowndebt-to-equityprofit-margin
  Language:Jupyter Notebook 4

• r1cm3d / rust-algorithms

  This project has some algorithms and data structures implemented in Rust

  rustalgorithmsdata-structuresdsmax-drawdown