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empyrical 0.5.5

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empyrical is a Python library with performance and risk statistics commonly used in quantitative fin

empyrical is a Python library with performance and risk statistics commonly used in quantitative finance

Stars: 1457, Watchers: 1457, Forks: 455, Open Issues: 37

The quantopian/empyrical repo was created 9 years ago and the last code push was 1 years ago.
The project is very popular with an impressive 1457 github stars!

How to Install empyrical

You can install empyrical using pip

pip install empyrical

or add it to a project with poetry

poetry add empyrical

Package Details

Author
License
Apache License, Version 2.0
Homepage
https://github.com/quantopian/empyrical
PyPi:
https://pypi.org/project/empyrical/
GitHub Repo:
https://github.com/quantopian/empyrical

Classifiers

  • Scientific/Engineering
  • Scientific/Engineering/Mathematics
No  empyrical  pypi packages just yet.

Errors

A list of common empyrical errors.

Code Examples

Here are some empyrical code examples and snippets.