Finance
quantstats
| Finance | quantstats | |
|---|---|---|
| 2 | 9 | |
| 188 | 4,313 | |
| - | - | |
| 4.5 | 4.8 | |
| over 1 year ago | 21 days ago | |
| Python | ||
| Creative Commons Zero v1.0 Universal | Apache License 2.0 |
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Finance
- want to ask a serious question. What skillset should I have to get into HFTs?
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Study resources for quantitative finance
LINK: https://github.com/yabdellah/Finance
quantstats
- Quantstats issue with Google Colab
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Excel (or other) summary stats for algo performance?
IMO can’t do better than QuantStats https://github.com/ranaroussi/quantstats
- QuantStats: Portfolio Analytics for Quants
- Backtesting Results
- Python: which are good modules for strategy evaluation?
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Beyond sample reports
https://github.com/ranaroussi/quantstats Many technical metrics for detailed performance
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successful bots easy
I have a bot that does 100x in 3 years. But it is only 60 % accurate. You don't need high accuracy. In the end what counts is cumulative returns when you include trading costs (even if zero fees you still have slippage). Sharpe, Sortino, daily returns, drawdowns you have to look at all these measures. Use this and it does a pretty in depth report of your trading strategy. https://github.com/ranaroussi/quantstats
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What are the top Python finance libraries?
Quantstats for generating backtest reports: https://github.com/ranaroussi/quantstats
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Important python libraries?
quantstats to analyze the performance of strategies
What are some alternatives?
Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理
finta - Common financial technical indicators implemented in Pandas.
financial-machine-learning - A curated list of practical financial machine learning tools and applications.
Portfolio-Report-Generator - A program which allows the user to enter positions and their allocation to get return metrics and data on the underlying positions.
awesome-systematic-trading - A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading. [Moved to: https://github.com/paperswithbacktest/awesome-systematic-trading]
zipline - Zipline, a Pythonic Algorithmic Trading Library
AWS-in-bullet-points - ☁️ AWS summary in bullet points
fast-trade - low code backtesting library utilizing pandas and technical analysis indicators
qtpylib - QTPyLib, Pythonic Algorithmic Trading
alphalens - Performance analysis of predictive (alpha) stock factors
QuantitaveFinanceExamplesPy - Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).