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maximum-drawdown

Here are 4 public repositories matching this topic...

SrMich / NAFTRAC-ETF

Investment strategy on NAFTRAC, which is an ETF (Exchanged Traded Fund), which replicates the index of the Mexican Stock Exchange

finance financial investing investments inverted-index sharpe-ratio python-3 financial-engineering etf-investments maximum-drawdown

Updated Apr 9, 2020
Python

quantumsnowball / AppleDaily20200713

options stock stock-market sharpe-ratio etf backtesting options-strategies delta-hedging maximum-drawdown options-selling iron-condor

Updated Oct 1, 2020
Jupyter Notebook

quantumsnowball / AppleDaily20200504

stock stock-market sharpe-ratio etf mean-variance-optimization backtesting options-trading options-strategies mean-variance-model mean-variance-analysis maximum-drawdown broken-wing-butterfly options-selling

Updated May 8, 2020
Python

andrewhsugithub / Transaction-Metrics

Calculate your OKX Transaction Metrics

flask backend rest-api roi sharpe maximum-drawdown profit-factor

Updated May 1, 2024
Python

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