/D-ratio

D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices

Primary LanguagePythonMIT LicenseMIT

D-ratio

D ratio is a performance metric to analyse the efficiency of algorithms that predict asset returns. This repository is linked to a paper currently submitted to a peer reviewed journal and a research conference. It should be understood with the paper. The details and manner to understand the code will be disclosed once the paper will be accepted.