Omega performance measure using python
The following scripts allows you to call dynamic stock prices from yahoo finance and plot Omega Curves of the stocks.
All you have to do is call the class and input your list of stocks and the lookback period.
Call many stocks/instruments as you like.
plotOmegaCurve(stocklist,historyPeriod,thresholdStart,thresholdEnd)
eg: plotOmegaCurve(['AAPL','AMZN','IBM','MSFT'],'1000d',0,1.5)
Call list of stocks from yahoo finance. Check yahoo finance for ticker
symbols.
'd' is for daily data.
thresholdStart and thresholdEnd are the range of threshold axis to plot
the omega curve.
Numpy == 1.18.1 YFinance == 0.1.54 Matplotlib == 3.1.3
You are welcome to edit and improve the efficiency of the model.
If you find the object oriented code below difficult to understand just request for functional code.