risk-adjusted-return

There are 0 repository under risk-adjusted-return topic.

fortitudo.tech
fortitudo-tech / fortitudo.tech
Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
cvar-optimization entropy-pooling asset-allocation asset-management portfolio-optimization mean-variance-optimization efficient-frontier investment-analysis portfolio-allocation portfolio-selection risk-adjusted-return markowitz-portfolio mathematical-finance investment-management investments portfolio-construction black-litterman cvar conditional-value-at-risk quantitative-finance
Language:Python 149
kochlisGit / TraderNet-CRv2
TraderNet-CRv2 - Combining Deep Reinforcement Learning with Technical Analysis and Trend Monitoring on Cryptocurrency Markets
cryptocurrency-trading deep-neural-networks deep-reinforcement-learning explainability google-trends machine-learning proximal-policy-optimization python risk-adjusted-return technical-analysis technical-indicators tensorflow tf-agents trading-algorithms trading-bot reward-shaping double-dqn-algorithm ppo-algorithm google-trends-api ddqn
Language:Jupyter Notebook 26
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 sterling-ratio sortino-ratio calmar-ratio risk-adjusted-return treynor-ratio jensen-s-alpha information-ratio appraisal-ratio tracking-error max-drawdown average-drawdown debt-to-equity profit-margin
Language:Jupyter Notebook 4