Wizardry
quantstats
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| Wizardry | quantstats | |
|---|---|---|
| 2 | 9 | |
| 39 | 4,228 | |
| - | - | |
| 2.6 | 5.4 | |
| almost 3 years ago | about 2 months ago | |
| Python | Python | |
| MIT License | Apache License 2.0 |
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Wizardry
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?
Python-NSE-Option-Chain-Analyzer - The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis.
finta - Common financial technical indicators implemented in Pandas.
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
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.
ta4j - A Java library for technical analysis.
zipline - Zipline, a Pythonic Algorithmic Trading Library
gym-anytrading - The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)
fast-trade - low code backtesting library utilizing pandas and technical analysis indicators
PyTrader-python-mt4-mt5-trading-api-connector-drag-n-drop - Open Source Trading Strategies & End-to-End solution connecting Metatrader4 & Metatrader5 💹 with Python with a simple drag and drop EA. Fully tested bug free & efficient solution for live & paper trading⭐ Full Documentation ready. Lightweight, efficient and stable implementation 🔥 [UnavailableForLegalReasons - Repository access blocked]
qtpylib - QTPyLib, Pythonic Algorithmic Trading
oanda - Implementation of OANDA's REST API in R. This project is an attepmt to bring research, backtest, trading, and monitoring using R wrapper around OANDA broker's HTTP API. Follow @oanda for their python bindings. [Moved to: https://github.com/ltekengineering/oanda]
Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理