quantopian / empyricalLinks
Common financial risk and performance metrics. Used by zipline and pyfolio.
☆1,412Updated last year
Alternatives and similar repositories for empyrical
Users that are interested in empyrical are comparing it to the libraries listed below
Sorting:
- ffn - a financial function library for Python☆2,381Updated 2 weeks ago
- bt - flexible backtesting for Python☆2,705Updated this week
- Calendars for various securities exchanges.☆642Updated 2 years ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,923Updated 3 months ago
- Exchange calendars to use with pandas for trading applications☆912Updated last week
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆815Updated 3 years ago
- Performance analysis of predictive (alpha) stock factors☆3,941Updated last year
- QTPyLib, Pythonic Algorithmic Trading☆2,235Updated 4 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,782Updated 11 months ago
- Zipline, a Pythonic Algorithmic Trading Library☆1,559Updated this week
- A Python Pandas implementation of technical analysis indicators☆780Updated 7 years ago
- Systematic Trading in python☆3,044Updated this week
- QuantStart.com - QSTrader backtesting simulation engine.☆3,220Updated last year
- A nimble options backtesting library for Python☆1,201Updated last year
- Supply a wrapper ``StockDataFrame`` based on the ``pandas.DataFrame`` with inline stock statistics/indicators support.☆1,419Updated 5 months ago
- Cython QuantLib wrappers☆1,128Updated last month
- Common financial technical indicators implemented in Pandas.☆2,227Updated 3 years ago
- Collection of algorithms for online portfolio selection☆837Updated last month
- Portfolio optimization and back-testing.☆1,122Updated this week
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,844Updated 2 years ago
- Real time stock and option data.☆1,577Updated last year
- GPU-accelerated Factors analysis library and Backtester☆744Updated 6 months ago
- A program for financial portfolio management, analysis and optimisation.☆1,639Updated last year
- An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎☆1,031Updated last month
- Python API for the Interactive Brokers on-line trading system.☆1,411Updated 8 years ago
- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]☆743Updated 3 years ago
- Calendars for various securities exchanges.☆550Updated this week
- Performance analysis of predictive (alpha) stock factors☆492Updated last month
- Portfolio and risk analytics in Python☆539Updated last month
- Performant and effortless finance plotting for Python☆1,076Updated 4 months ago