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dgerlanc
portfolio:Analysing Equity Portfolios
Classes for analysing and implementing equity portfolios, including routines for generating tradelists and calculating exposures to user-specified risk factors.
Maintained by Daniel Gerlanc. Last updated 7 months ago.
financeportfolio-constructionrisk-modelling
85.2 match 15 stars 6.68 score 106 scripts
vandomed
stocks:Stock Market Analysis
Functions for analyzing and visualizing stock market data. Main features are loading and aligning historical data, calculating performance metrics for individual funds or portfolios (e.g. annualized growth, maximum drawdown, Sharpe/Sortino ratio), and creating graphs.
Maintained by Dane R. Van Domelen. Last updated 5 years ago.
investment-analysisportfolio-constructionportfolio-optimizationsharpe-ratiostock-markettime-seriescpp
34.9 match 22 stars 4.63 score 39 scripts