ArdiaD/PeerPerformance

Set of functions to perform (financial) peer performance calculations

Language: R - Size: 985 KB - Last synced at: 7 days ago - Pushed at: 6 months ago - Stars: 12 - Forks: 3

andrewhsugithub/Transaction-Metrics

Calculate your OKX Transaction Metrics

Language: Python - Size: 6.84 KB - Last synced at: about 2 months ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

TheAmirHK/Portfolio-analysis-and-optimization

Language: Jupyter Notebook - Size: 1.58 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

PyroQuant/Portfolio-Optimizer

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.

Language: Jupyter Notebook - Size: 130 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

elayden/portfolio_sortino_ratio

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.

Language: MATLAB - Size: 840 KB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 11 - Forks: 4

assoniraiter/capm-app

App designed to calculate beta parameters from the companies listed in B3 index (Ibovespa) using Sharpe's CAPM (1964).

Language: Python - Size: 15.6 KB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0