Skip to content
@Innovativaltd

Innovativaltd

Popular repositories Loading

  1. RiskAdjustedReturn RiskAdjustedReturn Public

    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,…

    Jupyter Notebook 5 4

Repositories

Showing 1 of 1 repositories
  • RiskAdjustedReturn Public

    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.

    Innovativaltd/RiskAdjustedReturn’s past year of commit activity
    Jupyter Notebook 5 MIT 4 0 0 Updated Jan 23, 2022

People

This organization has no public members. You must be a member to see who’s a part of this organization.

Top languages

Loading…

Most used topics

Loading…