/Investment-Risk-Return

Sharpe and Sortino Ratios for multiple stocks

Primary LanguageHTMLApache License 2.0Apache-2.0

Investment Risk-Return Analysis

Setup

>> pip install numpy
>> pip install pandas
>> pip install yfinance
>> pip install flask_cors
>> pip install Flask

Steps to Run

  1. Clone the repository - git clone https://github.com/prakhar21/Investment-Risk-Return.git
  2. Run the server - python app.py
  3. Open index.html in browser

APIs

  1. app.py exposes just 1 endpoint (/getmetrics)

Demo

P.S. Currently there is no database connectivity. Incase, you need to store the values, Feel free to extend it.

I have also written a detailed blog on both the concepts. You can read @ https://prakhartechviz.blogspot.com/2020/04/sharpe-and-sortino-investment-goodness.html