Description
After a backtest you have one equity curve and must compute Sharpe, max drawdown and monthly returns yourself. QuantStats is portfolio analytics for quants, written in Python.
It computes dozens of performance and risk metrics with charts and HTML reports against benchmarks.
Metrics:Dozens.
Risk:Drawdowns and volatility.
Charts:Complete.
Reports:One-click HTML.
It computes dozens of performance and risk metrics with charts and HTML reports against benchmarks.
Features
Metrics:Dozens.
Risk:Drawdowns and volatility.
Charts:Complete.
Reports:One-click HTML.
