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

quantopian.github.io/empyrical

Apache-2.0 license

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Name		Name	Last commit message	Last commit date
Latest commit History 105 Commits
empyrical		empyrical
.gitattributes		.gitattributes
.gitignore		.gitignore
.travis.yml		.travis.yml
LICENSE		LICENSE
MANIFEST.in		MANIFEST.in
README.md		README.md
setup.cfg		setup.cfg
setup.py		setup.py
versioneer.py		versioneer.py

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empyrical

Common financial risk metrics.

Installation

Installing with `pip`

pip install empyrical