tracking-error

There are 0 repository under tracking-error 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

• paocarvajal1912 / Spot_that_risk

  Risk attribution report for portfolio management, using MatLab and Excel

  bloomberg-apiexcelmatlabpdf-exportportfolio-riskportfolio-sensitivityrisk-attributionrisk-reportsqltracking-error
  2

• mpv88 / dl_2022_final_project

  deep learning for tracking stock indexes

  autoencodersneural-networksstock-indexestracking-error
  Language:Python 0