empyrical
Package — FinancePython 3.7+Advanced
Financial risk metrics: alpha, beta, Sharpe, Sortino, max drawdown
Quick Info
- Documentation
- Official Docs
- Python Version
- 3.7+
- Dependencies
- NumPy, pandas, scipy
- Install
pip install empyrical-reloaded
Learn by Difficulty
Quick Example
python
# Install: pip install empyrical-reloaded import empyrical # Basic empyrical usage print(f"Using empyrical") # See documentation for detailed examples
empyrical is a third-party package. Financial risk metrics: alpha, beta, Sharpe, Sortino, max drawdown. Install with: pip install empyrical-reloaded
Try in PlaygroundTags
packagefinancetradingquantitative