Pyfolio

[Dave Stephens]

Thought some people in this group might be interested in this.. very slick.

Hi all,

We are happy to announce pyfolio, our open source library for performance and risk analysis. Pyfolio allows you to easily generate plots and information about a stock, portfolio, or algorithm.

Tear sheets, or groups of plots and charts, are the heart of pyfolio. Some predefined tear sheets are included, such as sheets that allow for analysis of returns, transactional analysis, and Bayesian analysis. Each tear sheet produces a set of plots about their respective subject.

More information:
Announcement: http://blog.quantopian.com/pyfolio/
GitHub repo: https://github.com/quantopian/pyfolio
Documentation: http://quantopian.github.io/pyfolio/

Best,

Thomas

[Martin Blais]

Good stuff, thanks for sharing.

(Sorry for the delay in all responses, I'm on the road for a few weeks, no personal time to code nor answer to much personal email.)

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