jerry/OpenBB
1
0
Fork 0
mirror of https://github.com/OpenBB-finance/OpenBB.git synced 2026-10-31 22:41:19 +00:00
Code Issues Packages Projects Releases Wiki Activity
Files
948d2ef29900c48ec26616eb48ba952aaaadd883
OpenBB/website/content/sdk/reference/qa/sortino.md
DidierRLopes 4ad995fdd0 Docs/terminalpro and improvement (#5622) 
* add first iteration of content for Terminal Pro

* Update index.md

* Update dashboards.md

* Update folders.md

* Update grouping.md

* Update report.md

* Update templates.md

* Update quick-start.md

* Update index.md

* Update index.md

* Update home.md

* Update news.md

* Update index.md

* Update index.md

* Update index.md

* Update data-provider.md

* Update chat-with-widget.md

* Update data-manipulation.md

* Update forecasting.md

* fix: images self closing tags

* fix: only pro visitors can see pro

* inter font

* improve SEO content and restructuring

* add new package for toggle on tutorials

* move folder around

* improve main page of each prod

* small updates and improvements

* fix logo above

* small improvement in headtitle for portfolio funcs

* fix typos from OpenAI's GPT-4

* fix _category_ json

* remove generic SEO words

* add script that generates SEO for documentation

* add missing file

* remove sdk warning message

* fix links for andrew

---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

2.2 KiB
Vendored
Raw Blame History

title, description, keywords
title description keywords
sortino Documentation on the use of the Sortino Ratio function within the OpenBB Quantitative Analysis Code. It includes the Python source code along with details of parameters for calculating and plotting the Sortino ratio.
Sortino Ratio
Source Code
Quantitative Analysis
Charts
Python Dataframes
Financial Metrics
Risk-Adjusted Performance

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

Calculates the sortino ratio

Source Code: [link]

openbb.qa.sortino(data: pd.DataFrame, target_return: float = 0, window: float = 252, adjusted: bool = False)

Parameters

Name Type Description Default Optional
data pd.DataFrame selected dataframe None False
target_return float target return of the asset 0 True
window float length of the rolling window 252 True
adjusted bool adjust the sortino ratio False True

Returns

Type Description
pd.DataFrame sortino ratio

Plots the sortino ratio

Source Code: [link]

openbb.qa.sortino_chart(data: pd.DataFrame, target_return: float, window: float, adjusted: bool)

Parameters

Name Type Description Default Optional
data pd.DataFrame selected dataframe None False
target_return float target return of the asset None False
window float length of the rolling window None False
adjusted bool adjust the sortino ratio None False

Returns

This function does not return anything