treynor-ratio

There are 3 repositories under treynor-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.

    Language:Jupyter Notebook5104

  • juanjaho/ESG-Stock-Recommendation

    Finding best portfolio weightings based on a predefined set of ESG stocks.

    Language:Jupyter Notebook1100

  • mugunthdinesh/Diversified-Portfolio-Strategies

    This Project aims to technically analyze various portfolio diversification strategies and build a mean-variance efficient portfolio strategy positioned for a risk-averse investor.

    Language:Jupyter Notebook0100