Popular repositories Loading
-
-
IndicatorCalculation
IndicatorCalculation Public定义了计算指数相关评价指标的类,包括夏普比、年化收益、卡玛比例、夏普比率、索提诺比率、最大回撤、下行波动率、偏度、斜度等11个指标,并计算出各指数60日的年化上述指标,同时又采用多进程的方法进行了改进。
-
Investment-Advisor-System
Investment-Advisor-System Public投顾系统主要是用来计算对基金的相关评价,这里主要计算了基金的最大回撤持续期和最大回撤修复期,并画出定投的投入总金额和账户金额,并求出定投的IRR。
-
Brinson_model
Brinson_model PublicThe model of Brinson can be used to analyze the return of portfolio or fund.
-
-
Something went wrong, please refresh the page to try again.
If the problem persists, check the GitHub status page or contact support.
If the problem persists, check the GitHub status page or contact support.