Giter Club home page Giter Club logo

mathematical-trading-strategies's Introduction

Mathematical Trading Strategies

Assignment 1

INDEXS:

GSPC IXIC DJI FTSE N225
Cumulative returns 3.221683 1.430940 3.680068 5.296515 2.708307
Sharpe Ratio -29.225984 -31.231706 -28.212251 -24.160214 -24.487618
Sortiono Ratio -34.750337 -39.744548 -33.981481 -30.020399 -32.409840
Max Drawdown -0.370862 -0.366055 -0.339250 -0.363953 -0.317989

EQUITIES

AAPL AMZN GOOGL INFY MSFT
Cumulative returns 26.083432 15.750559 6.843728 2.950364 13.006321
Sharpe Ratio -16.621524 -14.399658 -17.797396 -16.667856 -18.412408
Sortiono Ratio -23.213332 -20.562757 -24.860270 -20.960123 -25.739593
Max Drawdown -0.437972 -0.561453 -0.443201 -0.494165 -0.371485

mathematical-trading-strategies's People

Contributors

mayank534 avatar shivamp-20 avatar unhingedfrog avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.