alphalens
Portfolio-Report-Generator
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| alphalens | Portfolio-Report-Generator | |
|---|---|---|
| 83 | 1 | |
| 3,089 | 8 | |
| 3.2% | - | |
| 0.0 | 2.6 | |
| 3 months ago | about 2 years ago | |
| Jupyter Notebook | Python | |
| Apache License 2.0 | MIT License |
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alphalens
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2892.0
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2771.0
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2734.0
Portfolio-Report-Generator
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Beyond sample reports
https://github.com/northern-64bit/Portfolio-Report-Generator which seems to be a more simple one
What are some alternatives?
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
ydata-quality - Data Quality assessment with one line of code
py - Repository to store sample python programs for python learning
FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
rl-trading - Using Reinforcement Learning agents as Algorithmic Traders
hca-resources - zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.
python-training - Python training for business analysts and traders
FinMind - Open Data, more than 50 financial data. 提供超過 50 個金融資料(台股為主)，每天更新 https://finmind.github.io/
AlgorithmicTrading - This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.