sortino-ratio

There are 0 repository under sortino-ratio 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

• Szafranerio / Sortino-Ratio

  📈 Sortino Ration

  algorithmic-tradingnumpypandaspythonsortino-ratiostrategiestrading
  Language:Jupyter Notebook 1

• 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

• quantcore / estadisticas-finanzas-basicas-python

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

  calmar-ratiodrawdownfinanzassharpe-ratiosortino-ratiostockstradingpython
  Language:Jupyter Notebook 0