Luminet
quantstats
Luminet | quantstats | |
---|---|---|
1 | 9 | |
55 | 4,293 | |
- | - | |
0.0 | 4.8 | |
over 1 year ago | 18 days ago | |
Python | Python | |
MIT License | Apache License 2.0 |
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Luminet
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A black hole created in Python! This is what the accretion disk looks like as it orbits a neutrally charged, static black hole
You can find the repo at https://github.com/bgmeulem/Luminet
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?
astro-tablets - A tool for dating the astronomical events in ancient Babylonian texts
finta - Common financial technical indicators implemented in Pandas.
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.
zipline - Zipline, a Pythonic Algorithmic Trading Library
fast-trade - low code backtesting library utilizing pandas and technical analysis indicators
qtpylib - QTPyLib, Pythonic Algorithmic Trading
Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理
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).
FinanceExamplesPy - Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir). [Moved to: https://github.com/mrtkp9993/QuantitaveFinanceExamplesPy]
Wizardry - 💫 Wizardry is an open-source CLI for building powerful algorithmic trading strategies 交易框架
Finance - Study resources for quantitative finance