pyfolio
resistance
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pyfolio | resistance | |
---|---|---|
112 | 1 | |
5,418 | 607 | |
1.1% | - | |
0.0 | 2.1 | |
4 months ago | 8 months ago | |
Jupyter Notebook | Jupyter Notebook | |
Apache License 2.0 | Creative Commons Zero v1.0 Universal |
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.
pyfolio
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Buffett once bet $1M that he could beat a group of hedge funds over 10 years
> pyfolio.tears.create_interesting_times_tear_sheet measures algorithmic trading algorithm performance during "stress events" https://github.com/quantopian/pyfolio/blob/03568e0f328783a6a... :
> Generate a number of returns plots around interesting points in time, like [...]
https://news.ycombinator.com/item?id=19111911 :
> pyfolio/examples/zipline_algo_example.ipynb:
- Pyfolio: Portfolio and risk analytics in Python. Factor and Risk Analysis - star count:5206.0
- Pyfolio: Portfolio and risk analytics in Python. Factor and Risk Analysis - star count:5057.0
- Pyfolio: Portfolio and risk analytics in Python. Factor and Risk Analysis - star count:4808.0
resistance
What are some alternatives?
zipline - Zipline, a Pythonic Algorithmic Trading Library
FinRL-Library - Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance. NeurIPS 2020 & ICAIF 2021. 🔥 [Moved to: https://github.com/AI4Finance-Foundation/FinRL]
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
gs-quant - Python toolkit for quantitative finance
Pyqiwi - Python client for QIWI payment system
FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Yahooquery - Python wrapper for an unofficial Yahoo Finance API
Open-Risk-Manual-PdfBooks - Collection of PdfBooks extracted from the Open Risk Manual
Tax-Calculator - USA Federal Individual Income and Payroll Tax Microsimulation Model
oisru - Repository for the Open Information Security Risk Universe
Beancount DKB - Beancount Importers for DKB (Deutsche Kredit Bank) CSV Exports
machine-learning-for-trading - Code for Machine Learning for Algorithmic Trading, 2nd edition.