KPIs

Name	KPIs JSON
Version	0.1 JSON
	download
home_page
Summary	Key Performance Indicator and Backtesting
upload_time	2023-01-31 18:03:03
maintainer
docs_url	None
author	Rakshit Maggon
requires_python	>=3.6
license	MIT
keywords	backtesting
VCS
bugtrack_url
requirements	No requirements were recorded.
Travis-CI	No Travis.
coveralls test coverage	No coveralls.

            Key Performance Indicator and Backtesting

Usage:

- Measuring expected performance of a trading strategy by testing it on historical data.
- Measure both risk and return characterstics of the statergy.
- History Repeats Itself - Historical performance forecasts future performance.

Popular performance measures include 

- Cumulative Annual Growth Rate
- Annualized Voltility
- Sharpe Ratio
- Sortino Ratio
- Maximum Drawdown
- Calmar Ratio

Installation

  ```
  pip install KPIs
  ```

Importing Methods

 ```
from KPIs import(
    CAGR,
    Volatility,
    SharpeRatio,
    Sortino,
    MaxDrawdown,
    Calmar,
)
  ```

Calling a function

 ```
  CAGR_Value=CAGR(ticker)
  print("Cumulative annual growth rate of {} = {}".format(ticker,CAGR_Value))
 ```

Example

```
from KPIs import(
    CAGR,
)

ticker="AMZN"
CAGR_Value=CAGR(ticker)
print("Cumulative annual growth rate of {} = {}".format(ticker,CAGR_Value))
```

Note 
- I have tried to implement all key performance measures, will be updating with more methods soon. Thanks for your patience.

Change Log 
==========

0.1
----------
-First Release

            

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