Investment strategy on NAFTRAC, which is an ETF (Exchanged Traded Fund), which replicates the index of the Mexican Stock Exchange
-
Updated
Apr 9, 2020 - Python
Investment strategy on NAFTRAC, which is an ETF (Exchanged Traded Fund), which replicates the index of the Mexican Stock Exchange
Robust portfolio optimization in Python using Mean Absolute Deviation and Maximum Drawdown criteria for risk control.
Python-based stock trend, volatility, and risk analysis using moving averages, Bollinger Bands, annualized volatility, and maximum drawdown.
Calculate your OKX Transaction Metrics
Android app (APK) that rebalances a private securities portfolio with classical portfolio theory: minimum variance, maximum Sharpe ratio, minimum drawdown. Your portfolio stays on the device, no account, no tracking. Source-available, free for noncommercial use. Learning tool, not investment advice.
To associate your repository with the maximum-drawdown topic, visit your repo's landing page and select "manage topics."