quantstats
alphalens
| quantstats | alphalens | |
|---|---|---|
| 9 | 83 | |
| 4,293 | 3,089 | |
| - | 1.2% | |
| 4.8 | 0.0 | |
| 15 days ago | 3 months ago | |
| Python | Jupyter Notebook | |
| Apache License 2.0 | Apache License 2.0 |
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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
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
What are some alternatives?
finta - Common financial technical indicators implemented in Pandas.
Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理
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.
PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
zipline - Zipline, a Pythonic Algorithmic Trading Library
ydata-quality - Data Quality assessment with one line of code
fast-trade - low code backtesting library utilizing pandas and technical analysis indicators
py - Repository to store sample python programs for python learning
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.
rl-trading - Using Reinforcement Learning agents as Algorithmic Traders