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down-market-capture

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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.

python beta pandas stock-market stocks stock-data financial-analysis volatility financial-markets standard-deviation tiingo sortino sortino-ratio up-market-capture down-market-capture beta-coefficent

Updated Jul 21, 2023
Python

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