empyrical — Expert Playground
Financial risk metrics: alpha, beta, Sharpe, Sortino, max drawdown
empyrical expert patternsRun locally
Install
pip install empyrical-reloadedPython CodeRun locally
Expert-level empyrical usage for performance-critical and production-grade applications.
Challenge
Try modifying the code above to explore different behaviors. Can you extend the example to handle a new use case?