Financial Modeling (Advanced)

Quantitative finance patterns for trading strategies, portfolio optimization, and risk analysis. Integrates with Aster DEX via MCP tools.

Risk Metrics

import numpy as np
import pandas as pd

def sharpe_ratio(returns: pd.Series, risk_free_rate: float = 0.0) -> float:
    excess = returns - risk_free_rate / 252
    return np.sqrt(252) * excess.mean() / excess.std()

def sortino_ratio(returns: pd.Series, risk_free_rate: float = 0.0) -> float:
    excess = returns - risk_free_rate / 252
    downside = excess[excess < 0].std()
    return np.sqrt(252) * excess.mean() / downside if downside > 0 else np.inf