Common financial risk and performance metrics. Used by zipline and pyfolio.
☆1,496Jul 26, 2024Updated last year
Alternatives and similar repositories for empyrical
Users that are interested in empyrical are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Portfolio and risk analytics in Python☆6,344Dec 23, 2023Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆4,349Feb 12, 2024Updated 2 years ago
- ffn - a financial function library for Python☆2,610Jun 22, 2026Updated last week
- Calendars for various securities exchanges.☆659Jul 17, 2023Updated 2 years ago
- Portfolio analytics for quants, written in Python☆7,358Jun 19, 2026Updated last week
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- bt - flexible backtesting for Python☆2,896Jun 22, 2026Updated last week
- Portfolio Optimization in Python☆4,299Jun 22, 2026Updated last week
- Zipline, a Pythonic Algorithmic Trading Library☆19,916Feb 13, 2024Updated 2 years ago
- Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆5,808Jun 19, 2026Updated last week
- Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)☆3,778Apr 16, 2026Updated 2 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,847Oct 2, 2023Updated 2 years ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆2,062Apr 11, 2026Updated 2 months ago
- Cython QuantLib wrappers☆1,310Aug 20, 2025Updated 10 months ago
- Python Backtesting library for trading strategies☆22,152Aug 19, 2024Updated last year
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Quantitative research and educational materials☆2,836Nov 3, 2020Updated 5 years ago
- Exchange calendars to use with pandas for trading applications☆976May 27, 2026Updated last month
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,934Oct 21, 2024Updated last year
- Portfolio optimization and back-testing.☆1,232Apr 27, 2026Updated 2 months ago
- QTPyLib, Pythonic Algorithmic Trading☆2,267Sep 22, 2021Updated 4 years ago
- Systematic Trading in python☆3,366Jun 8, 2026Updated 3 weeks ago
- High performance datastore for time series and tick data☆3,089Apr 8, 2024Updated 2 years ago
- Quantitative finance research tools in Python☆466Feb 2, 2023Updated 3 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆992Jun 5, 2023Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Python wrapper for TA-Lib (http://ta-lib.org/).☆12,057Jun 22, 2026Updated last week
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆900Jan 1, 2024Updated 2 years ago
- A program for financial portfolio management, analysis and optimisation.☆1,782Nov 4, 2023Updated 2 years ago
- Python Algorithmic Trading Library☆4,660Nov 13, 2023Updated 2 years ago
- QuantStart.com - QSTrader backtesting simulation engine.☆3,396Jun 30, 2024Updated 2 years ago
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆822Nov 11, 2021Updated 4 years ago
- ARCH models in Python☆1,534Jun 22, 2026Updated last week
- Common financial technical indicators implemented in Pandas.☆2,259Jul 24, 2022Updated 3 years ago
- The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.☆8,022Jun 10, 2026Updated 2 weeks ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A Python Pandas implementation of technical analysis indicators☆782May 30, 2018Updated 8 years ago
- Fast and scalable construction of risk parity portfolios☆322Dec 2, 2025Updated 6 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆3,020Jun 16, 2026Updated 2 weeks ago
- Portfolio optimization with deep learning.☆1,161Jan 24, 2024Updated 2 years ago
- A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities☆6,523Updated this week
- Collection of algorithms for online portfolio selection☆858Jun 23, 2026Updated last week
- A framework for quantitative finance In python.☆1,033May 25, 2023Updated 3 years ago