Repositories list

• RiskAdjustedReturn

  Public
  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.

  sharpe-ratiotracking-errormax-drawdown+ 11sterling-ratiosortino-ratiocalmar-ratiorisk-adjusted-returntreynor-ratiojensen-s-alphainformation-ratio+ 4

  Jupyter Notebook

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  MIT License

  •4•5•0•0•Updated Jan 23, 2022Jan 23, 2022