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Quantitative models and metrics used in the SIG at UCSD quarterly stock pitches.

Project description

SIGPytch

Quantitative models and metrics used in the SIG at UCSD quarterly stock pitches.

Install

pip install sigpytch

Requirements

This project requires the following libraries:

Models

Annualized Rolling Sharpe

rolling_sharpe(daily_returns: pd.Series, risk_free_rate: pd.Series, window: int)

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