alphalens
quantstats
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| alphalens | quantstats | |
|---|---|---|
| 83 | 9 | |
| 3,075 | 4,228 | |
| 2.5% | - | |
| 0.0 | 5.4 | |
| 2 months ago | about 2 months ago | |
| Jupyter Notebook | Python | |
| Apache License 2.0 | Apache License 2.0 |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
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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.
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
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.
PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
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.
ydata-quality - Data Quality assessment with one line of code
zipline - Zipline, a Pythonic Algorithmic Trading Library
py - Repository to store sample python programs for python learning
fast-trade - low code backtesting library utilizing pandas and technical analysis indicators
rl-trading - Using Reinforcement Learning agents as Algorithmic Traders
qtpylib - QTPyLib, Pythonic Algorithmic Trading
FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.