#Sharpe-ratio
Showing 12 of 12 repositories tagged #sharpe-ratio, ranked by stars
Portfolio Optimization in Python
Portfolio optimization using Genetic algorithm.
Parameter Optimization for Lean Algorithms
A quantitative trading strategy backtester with an interactive dashboard. Enables users to implement, test, and visualise trading strategies using historical market data, featuring customisable parameters and key performance metrics. Developed with Python and Polars.
Design your own Trading Strategy
Stock Portfolio Analysis using Python/Pandas
analyze financial data using python: numpy, pandas, etc.
A student Investment portfolio web app built with various optimization techniques and screening parameters from core finance
scikit-learn-compatible time-series cross-validation: purging, embargo, combinatorial purged CV, and deflated Sharpe ratios
End-to-End Differentiable Trading Pipeline
Multi-broker portfolio analytics — Fama-French, GARCH, covered call strategies (PyPI: pip install clawdfolio)
This repository contains a collection of functions to evaluate investment strategies regarding multiple testing concerns.