quantstats
Portfolio-Report-Generator
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| quantstats | Portfolio-Report-Generator | |
|---|---|---|
| 9 | 1 | |
| 4,264 | 8 | |
| - | - | |
| 5.4 | 2.6 | |
| 9 days ago | about 2 years ago | |
| Python | Python | |
| Apache License 2.0 | MIT License |
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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.
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
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?
finta - Common financial technical indicators implemented in Pandas.
alphalens - Performance analysis of predictive (alpha) stock factors
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
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
mplcyberpunk - "Cyberpunk style" for matplotlib plots