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Mattia Smanio


Last seen: ongeveer een jaar ago Active since 2023

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How to calculate risk indicator for a portfolio as Upside Portfolio Ratio, Sterling Ratio, Omega Ratio, Volatility, MAR?
Based on the following code, is it possible to have the correct formula to calculate RISK INDICATOR as Upside Portfolio Ratio, S...

meer dan een jaar ago | 1 answer | 0

1

answer

Question


How to calculate risk indicator for a portfolio as maximum drawdown, sortino ratio and ulcer index?
Based on the following code, is it possible to have the correct formula to calculate the maximum drawdown, the sortino ratio and...

meer dan een jaar ago | 1 answer | 0

1

answer