max-drawdown

There are 2 repositories under max-drawdown topic.

  • Innovativaltd/RiskAdjustedReturn

    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.

    Language:Jupyter Notebook5104

  • r1cm3d/rust-algorithms

    This project has some algorithms and data structures implemented in Rust

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