Pyfolio

Performance attribution analysis, value investment, original investment ideas, alpha seeking
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Python_portfolio__var_tool62
3 years ago1Python
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
Pyfolio10
7 months ago1Jupyter Notebook
Performance attribution analysis, value investment, original investment ideas, alpha seeking
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