sortino-ratio
There are 4 repositories under sortino-ratio 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.
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.
quantcore/estadisticas-finanzas-basicas-python
Estadísticas básicas para analizar activos, portafolio de inversión o estrategías de trading algoritmico