quantumsnowball / AppleDaily20200713 Star 4 Code Issues Pull requests options stock stock-market sharpe-ratio etf backtesting options-strategies delta-hedging maximum-drawdown options-selling iron-condor Updated Oct 1, 2020 Jupyter Notebook
SrMich / NAFTRAC-ETF Star 4 Code Issues Pull requests 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
muMAJJI / Portfolio-Optimization---MAD-MDD Star 1 Code Issues Pull requests Robust portfolio optimization in Python using Mean Absolute Deviation and Maximum Drawdown criteria for risk control. python portfolio-optimization robust-optimization quantitative-finance risk-management maximum-drawdown alternative-risk-models mean-absolute-deviation Updated Apr 29, 2025 Jupyter Notebook
quantumsnowball / AppleDaily20200504 Star 0 Code Issues Pull requests 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 Star 0 Code Issues Pull requests Calculate your OKX Transaction Metrics flask backend rest-api roi sharpe maximum-drawdown profit-factor Updated May 1, 2024 Python