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Author SHA1 Message Date
JosueNina 9f5f93c5a6 Refactor TargetDownsideDeviation Calculation (#8875)
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* Update implementation of TargetDownsideDeviation

* Use ROC's rolling window instead of creating a new one
 2025-07-18 17:11:51 -03:00
Derek Melchin 5bfe2491c3 Add Sortino indicator (#6696)
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* Add sortino indicator and helper indicators

* Address review

* Address review
 2022-10-28 18:12:33 -03:00