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Conducted various test to ascertain the results which included downside risk measures like Value at Risk, CVaR, Semideviation, Sharpe and Sortino Ratios.
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Conducted various test to ascertain the results which included downside risk measures like Value at Risk, CVaR, Semideviation, Sharpe and Sortino Ratios. I also developed pipelines which automated the process of investing and testing on past data using Python.