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pyfolio is a Python library for performance and risk analysis of financial portfolios developed by Quantopian Inc. It works well with the Zipline open source backtesting library. At the core of pyfolio is a so-called tear sheet that consists of various individual plots that provide a comprehensive image of the performance of a trading algorithm. Here's an example of a simple tear sheet analyzing a strategy. Quantopian also offers a fully managed service for professionals that includes Zipline, Alphalens, Pyfolio, FactSet data, and more.
Features
- For development, you may want to use a virtual environment to avoid dependency conflicts between pyfolio and other Python projects you have
- A good way to get started is to run the pyfolio examples in a Jupyter notebook
- Navigate to the pyfolio examples directory and open a notebook
- Execute the code in a notebook cell by clicking on it and hitting Shift+Enter
- Performance and risk analysis of financial portfolios
- It works well with the Zipline open source backtesting library
Project Samples
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Information AnalysisLicense
Apache License V2.0Follow pyfolio
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