pyfolio-reloaded
Portfolio analyzer
Provides comprehensive performance and risk analysis tools for financial portfolios using Python and the Zipline backtesting library.
Portfolio and risk analytics in Python
389 stars
24 watching
110 forks
Language: Jupyter Notebook
last commit: about 2 months ago
Linked from 1 awesome list
Related projects:
Repository | Description | Stars |
---|---|---|
stefan-jansen/empyrical-reloaded | A Python package providing common financial risk and performance metrics used in portfolio optimization | 53 |
santoshlite/eigenledger | An open-source platform for portfolio management and analysis in finance | 941 |
benjaminmgross/visualize-wealth | A Python library for constructing, analyzing, and evaluating portfolios and their benchmarks. | 138 |
stefan-jansen/alphalens-reloaded | Performs performance analysis of predictive stock factors | 321 |
stefan-jansen/zipline-reloaded | A comprehensive Pythonic algorithmic trading library used for backtesting and developing trading strategies | 1,184 |
fmilthaler/finquant | A program for financial portfolio management and analysis | 1,438 |
skfolio/skfolio | A Python library for building and optimizing portfolios using machine learning algorithms | 1,247 |
quantopian/pyfolio | A comprehensive analytics platform for financial portfolio performance and risk analysis | 5,709 |
shashankvemuri/finance | A collection of Python scripts for gathering, analyzing, and modeling financial market data. | 2,183 |
quantopian/empyrical | A Python library providing common financial risk and performance metrics. | 1,310 |
wegamekinglc/visualportfolio | Tools for visualizing investment portfolio performance | 103 |
fortitudo-tech/fortitudo.tech | An open-source Python package implementing advanced portfolio optimization techniques | 216 |
johannfaouzi/pyts | A Python package for time series classification and analysis | 1,772 |
zhengyaojiang/pgportfolio | A software toolkit implementing a novel reinforcement learning framework for portfolio management with policy optimization and financial-model-based algorithms. | 1,751 |
dppalomar/riskparityportfolio | A tool for designing and optimizing risk parity portfolios using optimization techniques | 107 |