Topic: sharpe Goto Github
Some thing interesting about sharpe
Some thing interesting about sharpe
sharpe,Set of functions to perform (financial) peer performance calculations
User: ardiad
sharpe,App designed to calculate beta parameters from the companies listed in B3 index (Ibovespa) using Sharpe's CAPM (1964).
User: assoniraiter
sharpe,This function optimizes portfolio weights based on a user-specified weighted linear combination of the Sortino ratio, Sharpe ratio, average total return, average downside risk, average standard deviation of returns, and max drawdown.
User: elayden
sharpe,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
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