yfiua / quant-machine-sp500 Goto Github PK
View Code? Open in Web Editor NEWQuant machine for S&P 500 (Annualized return: 20.60%; Sharpe ratio: 1.06; Sortino ratio: 2.05; Calmar ratio: 1.05)
Home Page: https://yfiua.github.io/quant-machine-sp500/
License: Apache License 2.0