empyrical — Advanced Playground

Financial risk metrics: alpha, beta, Sharpe, Sortino, max drawdown

Advanced empyrical techniquesRun locally

Install

pip install empyrical-reloaded

Python CodeRun locally

# Install: pip install empyrical-reloaded
import empyrical

# Advanced empyrical configuration and usage
print("empyrical advanced patterns")

# Install: pip install empyrical-reloaded
import empyrical

# Advanced empyrical configuration and usage
print("empyrical advanced patterns")

These advanced techniques unlock the full power of empyrical.

Try modifying the code above to explore different behaviors. Can you extend the example to handle a new use case?