empyrical — Easy Playground

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

Getting started with empyricalRun locally

Install

pip install empyrical-reloaded

Python CodeRun locally

# Install: pip install empyrical-reloaded
import empyrical

# Basic empyrical usage
print(f"Using empyrical")
# See documentation for detailed examples

# Install: pip install empyrical-reloaded
import empyrical

# Basic empyrical usage
print(f"Using empyrical")
# See documentation for detailed examples

Expected Output

# Expected output shown below
# (Run locally with: empyrical)

empyrical is a third-party package. Financial risk metrics: alpha, beta, Sharpe, Sortino, max drawdown. Install with: pip install empyrical-reloaded

Challenge

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

View all Easy examples for empyrical