# quantopian/empyrical

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1,491 stars · 452 forks · Python · Apache-2.0

## Links

- GitHub: https://github.com/quantopian/empyrical
- Homepage: https://quantopian.github.io/empyrical
- awesome-repositories: https://awesome-repositories.com/repository/quantopian-empyrical.md

## Description

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

## Tags

### Part of an Awesome List

- [Portfolio Optimization](https://awesome-repositories.com/f/awesome-lists/data/portfolio-optimization.md) — Standard metrics for financial risk and performance.
- [Quantitative Research Tools](https://awesome-repositories.com/f/awesome-lists/devtools/quantitative-research-tools.md) — Common financial risk and performance metrics.