Skip to content
#

sortino-ratio

Here are 4 public repositories matching this topic...

Language: All
Filter by language

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.

  • Updated Jan 23, 2022
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the sortino-ratio topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the sortino-ratio topic, visit your repo's landing page and select "manage topics."

Learn more