FinancePy vs alphalens

FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives. (by domokane)

#risk #Pricing #risk-management #asset-allocation #Finance #Valuation #Python #derivatives-pricing #numba #bonds #Students #fixed-income #Derivatives #Investment #Currency #credit

Source Code

financepy.com

alphalens

Performance analysis of predictive (alpha) stock factors (by quantopian)

#Finance #Python #Pandas #Numpy #algorithmic-trading #Jupyter

Source Code

quantopian.github.io

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FinancePy		alphalens
	Project
62	Mentions	62
1,317	Stars	2,591
-	Growth	2.6%
8.3	Activity	0.0
4 days ago	Latest Commit	6 months ago
Jupyter Notebook	Language	Jupyter Notebook
GNU General Public License v3.0 only	License	Apache License 2.0

The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.

FinancePy

Posts with mentions or reviews of FinancePy. We have used some of these posts to build our list of alternatives and similar projects.

We haven't tracked posts mentioning FinancePy yet.
Tracking mentions began in Dec 2020.

alphalens

Posts with mentions or reviews of alphalens. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2021-11-27.

Beyond sample reports
3 projects | reddit.com/r/quantfinance | 27 Nov 2021

https://github.com/quantopian/alphalens Has to be set up, but can create quite detailed tearsheets
What are the top Python finance libraries?
3 projects | reddit.com/r/quant | 15 Apr 2021

alphalens for factor analysis: https://github.com/quantopian/alphalens

What are some alternatives?

When comparing FinancePy and alphalens you can also consider the following projects:

DCF - Basic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.

quantstats - Portfolio analytics for quants, written in Python

Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理

PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

gs-quant - Python toolkit for quantitative finance

dcf-basic - Basic DCF model to quickly value public companies.

py - Repository to store sample python programs for python learning

ydata-quality - Data Quality assessment with one line of code

okama - Investment portfolio and stocks analyzing tools for Python with free historical data

resistance - Pre-crisis Risk Management for Personal Finance

hca-resources - zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.

FinancePy vs DCF

alphalens vs quantstats