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max-drawdown

Here are 2 public repositories matching this 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-ratio tracking-error max-drawdown sterling-ratio sortino-ratio calmar-ratio risk-adjusted-return treynor-ratio jensen-s-alpha information-ratio appraisal-ratio average-drawdown debt-to-equity profit-margin

Updated Jan 23, 2022
Jupyter Notebook

r1cm3d / rust-algorithms

This project has some algorithms and data structures implemented in Rust

rust algorithms data-structures ds max-drawdown

Updated Aug 16, 2021

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