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Empyrical | Awesome Repository

quantopianempyrical

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1,491 stars·452 forks·Python·Apache-2.0·0 viewsquantopian.github.io/empyrical↗

Empyrical

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Portfolio Optimization - Standard metrics for financial risk and performance.
Quantitative Research Tools - Common financial risk and performance metrics.

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Common financial risk and performance metrics. Used by zipline and pyfolio.