quantstats
QuantitaveFinanceExamplesPy
| quantstats | QuantitaveFinanceExamplesPy | |
|---|---|---|
| 9 | 1 | |
| 4,293 | 38 | |
| - | - | |
| 4.8 | 0.0 | |
| 15 days ago | over 1 year ago | |
| Python | Jupyter Notebook | |
| Apache License 2.0 | GNU General Public License v3.0 only |
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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
QuantitaveFinanceExamplesPy
What are some alternatives?
finta - Common financial technical indicators implemented in Pandas.
qlib - Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
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.
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]
zipline - Zipline, a Pythonic Algorithmic Trading Library
thesis-computational-artificial-market - Artificial stock market (ASM) with Julia language.
fast-trade - low code backtesting library utilizing pandas and technical analysis indicators
Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理
qtpylib - QTPyLib, Pythonic Algorithmic Trading
Finding-Alpha-with-AI - A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI
gym-continuousDoubleAuction - A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.