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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.

License: MIT License

Jupyter Notebook 99.64% Dockerfile 0.01% Python 0.36%
appraisal-ratio average-drawdown calmar-ratio debt-to-equity information-ratio jensen-s-alpha max-drawdown profit-margin risk-adjusted-return sharpe-ratio sortino-ratio sterling-ratio tracking-error treynor-ratio

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