stefan-jansen / empyrical-reloaded
Common financial risk and performance metrics. Used by zipline and pyfolio.
☆76Updated 6 months ago
Alternatives and similar repositories for empyrical-reloaded
Users that are interested in empyrical-reloaded are comparing it to the libraries listed below
Sorting:
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆86Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆56Updated last year
- ☆57Updated 9 months ago
- A Collection of public tutorials published in the qubitquants.pro blog☆67Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆131Updated 5 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆63Updated 4 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆158Updated 5 months ago
- ☆38Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆124Updated 4 years ago
- Plot backtrader's result using plotly instead of the matplotlib☆45Updated 2 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 5 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆78Updated 10 months ago
- Get meaningful OHLCV datasets☆84Updated this week
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- This repository hosts my reading notes for academic papers.☆84Updated 3 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆12Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆165Updated 3 years ago
- my talk for credit suisse☆38Updated last week
- Probability of Backtest Overfitting in Python☆124Updated last year
- Backtest result archive for Momentum Trading Strategies☆57Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆97Updated 2 years ago
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆50Updated 11 months ago
- Python library for asset pricing☆115Updated last year
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆56Updated 2 years ago