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quantopian
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empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
https://quantopian.github.io/empyrical
Apache License 2.0
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NINF changed to -np.inf
#143
sanchayjain28
opened
1 month ago
0
Deprecated numpy NINF constant - see fix in PR
#142
jake-sigtech
opened
2 months ago
0
Update stats.py for deprecated numpy constant
#141
jake-sigtech
opened
2 months ago
0
Update setup.py
#140
kinskrig
opened
7 months ago
0
python 3.12 versioner incompatible
#139
kia69028
opened
8 months ago
2
Refactor configparser in versioneer.py
#138
KimChow
opened
9 months ago
0
Fix build with Python 3.12.
#137
0-wiz-0
opened
9 months ago
2
Typo fix in empyrical.stats. roll_downsize_risk -> roll_downside_risk
#136
snag-9677
closed
11 months ago
0
error in cagr computation (when negative)
#135
arbitrage-technology
opened
1 year ago
0
roll_cagr not working
#134
Jacques2101
opened
1 year ago
0
Safety Error on empyrical installed via conda-forge
#132
RichardDale
closed
3 years ago
1
Assertion error
#131
antoscha
opened
3 years ago
0
multi-dimensional indexing is deprecated in pandas.
#130
cgdeboer
closed
3 years ago
3
empyrical.stats.value_at_risk output is NaN
#129
Mo-Iravani
opened
4 years ago
0
ENH: add expected max drawdown function (#90)
#128
pepicello
opened
4 years ago
0
ImportError: cannot import name 'information_ratio' from 'empyrical'
#127
sokol11
closed
4 years ago
1
Uncaught Exception: FutureWarning: pandas.util.testing is deprecated. Use the functions in the public API at pandas.testing instead.
#126
cryptocoinserver
opened
4 years ago
1
Community Contributions
#125
shaneding
opened
4 years ago
3
Fix for pandas 1.0
#124
atkinson
closed
4 years ago
6
Fix for pandas 1.0
#123
atkinson
closed
4 years ago
0
updated travis
#122
atkinson
closed
4 years ago
1
Series.as_matrix was depricated then later removed.
#121
atkinson
closed
4 years ago
1
Link to sortino-related pdf no longer works
#120
jbredeche
opened
4 years ago
0
fix outdated api
#119
hrosspet
opened
4 years ago
0
ENH Add beta fragility and gpd risk estimates
#118
jeyoor
closed
4 years ago
2
Add Github Actions CI.
#117
danisim
opened
4 years ago
0
Annualize alpha correctly and update tests
#116
gmanoim-quantopian
closed
5 years ago
1
unrequire bottleneck, adjust README, etc.
#115
cgdeboer
closed
5 years ago
2
Remove Series.strides from codebase (Pandas deprecation)
#114
cgdeboer
closed
5 years ago
2
Support Python >3.5
#113
seanlseymour
closed
5 years ago
6
Added Quarterly Return
#112
cgdeboer
closed
5 years ago
6
Add tilt and timing performance attribution. Also respect time range
#111
twiecki
closed
5 years ago
1
Pandas unable to import datareader deprecation error
#110
xanderdunn
opened
5 years ago
1
DOC Note daily frequency of risk-free rate
#109
gusgordon
closed
5 years ago
0
sharpe_ratio calculated correctly?
#108
bscully27
closed
5 years ago
2
_create_unary_vectorized_roll_function(function) how to use parameters "out : array-like, optional"
#107
gwsampso
opened
5 years ago
0
KeyError: 'date'
#106
veonua
opened
5 years ago
4
Someone is name squatting
#105
timkpaine
closed
5 years ago
5
Literature for levy exponent in annual_volatility?
#104
MaxBenChrist
opened
6 years ago
0
Fix get_treasury_yield
#103
Lexa1983
closed
5 years ago
1
MAINT: add year/name to license
#102
vikram-narayan
closed
6 years ago
1
ENH: Allow 2D input in cum_returns_final.
#101
ssanderson
closed
6 years ago
2
backwards compat: empyrical.cum_returns_final used to support dataframes
#100
twiecki
closed
6 years ago
2
Include LICENSE file in wheels
#99
toddrme2178
closed
6 years ago
1
max_drawdown returns pd.Series, not float
#98
eigenfoo
closed
6 years ago
4
DEP: Deprecate all data reading functionality via pandas-datareader
#97
eigenfoo
closed
6 years ago
11
MAINT: Migrate from Yahoo and Google APIs to Quandl
#96
eigenfoo
closed
6 years ago
2
not able to use skew or kurtosis
#95
ruhkog
closed
6 years ago
3
fix beta(series, dataframe)
#94
llllllllll
closed
6 years ago
0
TST Add test for inf Sharpe
#93
gusgordon
closed
6 years ago
3
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