Topic: sharpe-ratio Goto Github
Some thing interesting about sharpe-ratio
Some thing interesting about sharpe-ratio
sharpe-ratio,For trading. Please star.
Organization: ai4finance-foundation
Home Page: https://ai4finance.org
sharpe-ratio,A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.
User: apurvshah007
sharpe-ratio,App designed to calculate beta parameters from the companies listed in B3 index (Ibovespa) using Sharpe's CAPM (1964).
User: assoniraiter
sharpe-ratio,C++ code for "A Faster Drop-in Implementation for Leaf-wise Exact Greedy Induction of Decision Tree Using Pre-sorted Deque"
User: bobye
Home Page: https://arxiv.org/abs/1712.06989
sharpe-ratio,Portfolio optimization using efficient frontier curve
User: cd84097a65d
sharpe-ratio,Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
User: dcajasn
Home Page: https://riskfolio-lib.readthedocs.io/en/latest/
sharpe-ratio,
User: erpuccio
sharpe-ratio,Stock Portfolio Analysis using Python/Pandas
User: fischlerben
sharpe-ratio,Standard Deviations, Rolling Windows, Beta, Sharpe Ratios, Weighted Returns. Portfolio comparisons.
User: gsilvera24
sharpe-ratio,Python notes on finance
User: gtesei
sharpe-ratio,π A financial correlations library for Elixir, fully compatible with the elixir Decimal library.
User: gunnarpdx
sharpe-ratio,πͺπ Powerfolio! is a stock screener and portfolio analysis. Backtest buy-and-hold vs. trading on RSI. Build a portfolio using efficient frontier and map hierarchical clustering results.
User: illyanyc
sharpe-ratio,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.
Organization: innovativaltd
sharpe-ratio,Parameter Optimization for Lean Algorithms
User: jameschch
Home Page: https://optimizers.ml
sharpe-ratio,Download brazillian investment funds and their benchmarks data from CVM and analyze their performance with pre-built functions.
User: joaopm33
Home Page: https://joaopm33.github.io/fundspy/docs/fundspy.html
sharpe-ratio,Finding best portfolio weightings based on a predefined set of ESG stocks.
User: juanjaho
sharpe-ratio,Use the Python tool pandas to calculate and compare profitability and risk of different investments using the Sharpe Ratio.
User: kellyav
sharpe-ratio,Design your own Trading Strategy
User: lastancientone
sharpe-ratio,NIFTY50 Data Analysis from scratch (Data Extraction & Visualization to Investment Insights)
User: manishkr1754
sharpe-ratio,Analyze a personal portfolio of stock's past performance and forecast future performance to optimize daily positional adjustments to create a 20% monthly return
User: maurolp15
sharpe-ratio,Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
User: mbkraus
sharpe-ratio,A Streamlit App to balance a portfolio of stocks by maximizing its Sharpe Ratio
User: mcgeestocks
sharpe-ratio,Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."
User: metalcorebear
sharpe-ratio,Sharpe ratio portfolio maximization by way of quadratic programming.
User: mustafaseisa
sharpe-ratio,Portfolio optimization using Genetic algorithm.
User: naresh-dscience
sharpe-ratio,analyze financial data using python: numpy, pandas, etc.
User: ntrang086
sharpe-ratio,This project aims to test Portfolio Optimization methods on stock data in python.
User: pat42w
sharpe-ratio,This Repository contains functions to replicate Ledoit and Wolf (2008), Ledoit and Wolf (2011), and Ledoit and Wolf (2018).
User: pfnaibert
sharpe-ratio,πThis repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)
User: purvasingh96
sharpe-ratio,This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.
User: pyroquant
sharpe-ratio,
User: quantumsnowball
sharpe-ratio,Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.
User: sanjeevai
sharpe-ratio,A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
Organization: scikit-portfolio
Home Page: https://scikit-portfolio.github.io/scikit-portfolio/
sharpe-ratio,A student Investment portfolio web app built with various optimization techniques and screening parameters from core finance
User: shivanshsinghal107
Home Page: https://quantizers.herokuapp.com/
sharpe-ratio,Investment strategy on NAFTRAC, which is an ETF (Exchanged Traded Fund), which replicates the index of the Mexican Stock Exchange
User: srmich
sharpe-ratio,πThis repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)
Organization: stockgram
sharpe-ratio,Backtesting my current US stocks portfolio
User: thk-cheng
sharpe-ratio,Stock Market Analysis
User: vandomed
sharpe-ratio,Data Science Case Studies
User: vanessaaleung
sharpe-ratio,Portfolio optimization is the process of selecting an optimal portfolio (asset distribution), out of a set of considered portfolios
User: vanhes1ng
Home Page: https://portfolio--optimizer.streamlit.app/
sharpe-ratio,A simple example for calculating the Sharpe Ratio
User: vholley
sharpe-ratio,Using Monte-Carlo simulation in order to find the optimal portfolio weights according to several criteras (Sharpe ratio, max drawdown, mean-variance).
Organization: vinci-investments
sharpe-ratio,Portfolio Optimisation of an ASX20 Portfolio. Covers VaR, EaR, Monte Carlo Simulation, Volatility, Sharpe Ratios etc.
User: virajvaidya
sharpe-ratio,Simple trading bot algorithms based on Sharpe ratio and Moving Average
User: vladalexey
sharpe-ratio,This repository contains a collection of functions to evaluate investment strategies regarding multiple testing concerns.
User: yannickkae
sharpe-ratio,Modern Portfolio Theorem for portfolio optimization and asset allocation
User: zhuodannychen
A declarative, efficient, and flexible JavaScript library for building user interfaces.
π Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. πππ
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google β€οΈ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.