pyfolio

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

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License

Apache License V2.0

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pyfolio Web Site

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Additional Project Details

Operating Systems

Mac

Programming Language

Python

Related Categories

Python Information Analysis Software

Registered

2022-01-05

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