omega_ratio

Calculate the Omega Ratio.

The Omega Ratio is a sophisticated metric that goes beyond traditional performance measures by considering the probability of achieving returns above a given threshold. It offers a more nuanced view of risk and reward, focusing on the likelihood of success rather than just average outcomes.

Parameters

• standard

data: list[openbb_core.provider.abstract.data.Data]

Time series data.

• Optional: False

---

target: str

Target column name.

• Optional: False

---

threshold_start: float

Start threshold, by default 0.0

• Optional: True

---

threshold_end: float

End threshold, by default 1.5

• Default: 1.5

• Optional: True

---

Returns

results: list[OmegaModel]

Serializable results.

---

provider: None

Provider name.

---

warnings: Optional[list[Warning_]]

list of warnings.

---

chart: Optional[Chart]

Chart object.

---

extra: dict[str, Any]

Extra info.

---

Data

• OmegaModel

threshold: float

omega: float