portfolio_sortino_ratio

portfolio finance

This function optimizes portfolio weights based on a user-specified weighted linear combination of the Sortino ratio, Sharpe ratio, average total return, average downside risk, average standard deviation of returns, and max drawdown.

How to download and setup portfolio_sortino_ratio

Open terminal and run command

git clone https://github.com/elayden/portfolio_sortino_ratio.git

git clone is used to create a copy or clone of portfolio_sortino_ratio repositories. You pass git clone a repository URL.
it supports a few different network protocols and corresponding URL formats.

Also you may download zip file with portfolio_sortino_ratio https://github.com/elayden/portfolio_sortino_ratio/archive/master.zip

Or simply clone portfolio_sortino_ratio with SSH

[email protected]:elayden/portfolio_sortino_ratio.git

If you have some problems with portfolio_sortino_ratio

You may open issue on portfolio_sortino_ratio support forum (system) here: https://github.com/elayden/portfolio_sortino_ratio/issues

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