ANN: pyfolio -- a Python library for financial performance and risk analysis

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Thomas Wiecki

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Aug 24, 2015, 11:57:48 AM8/24/15
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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

Adam Hughes

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Aug 24, 2015, 12:20:17 PM8/24/15
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Very cool!

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Amol Sharma

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Aug 25, 2015, 11:00:34 AM8/25/15
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nice.

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Thanks and Regards,
Amol Sharma

Big Stone

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Aug 26, 2015, 6:57:39 AM8/26/15
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pymc3 wants this : pip install git+https://github.com/Theano/Theano.git@557fe6fab49262706241f0e774f3269a2ec0275b
lasagne wants this:
git+https://github.com/Theano/Theano.git@15c90dd3#egg=Theano==0.8.git

... maybe it's time theano does a new official release
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