From 78ea1fad0f15f04ed25204f7fb59b766d4317bb3 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Tue, 20 Feb 2024 05:42:05 -0300 Subject: [PATCH] Added empyrical-reloaded and pyfolio-reloaded Issue #180 --- README.md | 2 ++ site/index.qmd | 2 ++ 2 files changed, 4 insertions(+) diff --git a/README.md b/README.md index a00abcc..8c1836a 100644 --- a/README.md +++ b/README.md @@ -161,6 +161,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. - [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics. - [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python. +- [empyrical-reloaded](https://github.com/stefan-jansen/empyrical-reloaded) - Common financial risk and performance metrics. [empyrical](https://github.com/quantopian/empyrical) fork. +- [pyfolio-reloaded](https://github.com/stefan-jansen/pyfolio-reloaded) - Portfolio and risk analytics in Python. [pyfolio](https://github.com/quantopian/pyfolio) fork. ### Factor Analysis diff --git a/site/index.qmd b/site/index.qmd index 8bf9993..bcfda5d 100644 --- a/site/index.qmd +++ b/site/index.qmd @@ -152,6 +152,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. - [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics. - [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python. +- [empyrical-reloaded](https://github.com/stefan-jansen/empyrical-reloaded) - Common financial risk and performance metrics. [empyrical](https://github.com/quantopian/empyrical) fork. +- [pyfolio-reloaded](https://github.com/stefan-jansen/pyfolio-reloaded) - Portfolio and risk analytics in Python. [pyfolio](https://github.com/quantopian/pyfolio) fork. ### Factor Analysis