Common financial risk and performance metrics. Used by zipline and pyfolio.
☆1,479Jul 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☆6,306Dec 23, 2023Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆4,268Feb 12, 2024Updated 2 years ago
- ffn - a financial function library for Python☆2,561Mar 21, 2026Updated 2 months ago
- Calendars for various securities exchanges.☆656Jul 17, 2023Updated 2 years ago
- Portfolio analytics for quants, written in Python☆7,129Jan 13, 2026Updated 4 months ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- bt - flexible backtesting for Python☆2,869May 5, 2026Updated 2 weeks ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆4,183May 8, 2026Updated last week
- Zipline, a Pythonic Algorithmic Trading Library☆19,772Feb 13, 2024Updated 2 years ago
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆5,718Apr 20, 2026Updated last month
- Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)☆3,760Apr 16, 2026Updated last month
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,719Oct 2, 2023Updated 2 years ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆2,038Apr 11, 2026Updated last month
- Cython QuantLib wrappers☆1,295Aug 20, 2025Updated 9 months ago
- Python Backtesting library for trading strategies☆21,571Aug 19, 2024Updated last year
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Quantitative research and educational materials☆2,808Nov 3, 2020Updated 5 years ago
- Exchange calendars to use with pandas for trading applications☆970Apr 5, 2026Updated last month
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,903Oct 21, 2024Updated last year
- Portfolio optimization and back-testing.☆1,206Apr 27, 2026Updated 3 weeks ago
- QTPyLib, Pythonic Algorithmic Trading☆2,257Sep 22, 2021Updated 4 years ago
- Systematic Trading in python☆3,302May 12, 2026Updated last week
- High performance datastore for time series and tick data☆3,090Apr 8, 2024Updated 2 years ago
- Quantitative finance research tools in Python☆463Feb 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…☆963Jun 5, 2023Updated 2 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Python wrapper for TA-Lib (http://ta-lib.org/).☆11,965Mar 16, 2026Updated 2 months ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆886Jan 1, 2024Updated 2 years ago
- A program for financial portfolio management, analysis and optimisation.☆1,766Nov 4, 2023Updated 2 years ago
- Python Algorithmic Trading Library☆4,653Nov 13, 2023Updated 2 years ago
- QuantStart.com - QSTrader backtesting simulation engine.☆3,379Jun 30, 2024Updated last year
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆821Nov 11, 2021Updated 4 years ago
- ARCH models in Python☆1,520Apr 6, 2026Updated last month
- Common financial technical indicators implemented in Pandas.☆2,255Jul 24, 2022Updated 3 years ago
- The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.☆7,592Apr 25, 2026Updated 3 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☆780May 30, 2018Updated 7 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,941Updated this week
- Fast and scalable construction of risk parity portfolios☆322Dec 2, 2025Updated 5 months ago
- Portfolio optimization with deep learning.☆1,142Jan 24, 2024Updated 2 years ago
- A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities☆6,388Updated this week
- Collection of algorithms for online portfolio selection☆855Updated this week
- A framework for quantitative finance In python.☆999May 25, 2023Updated 2 years ago