pyfolio
A Python library for performance and risk analysis of financial portfolios, generating comprehensive tear sheets.
What is pyfolio?
pyfolio is a Python library for performance and risk analysis of financial portfolios, developed by Quantopian. It generates detailed tear sheets that combine various plots and metrics to evaluate trading algorithms, helping quantitative analysts understand strategy performance and risk exposure. The library integrates closely with Zipline for backtesting workflows.
Quantitative analysts, algorithmic traders, and financial researchers who need to analyze portfolio performance and risk metrics, especially those using Zipline for backtesting.
Developers choose pyfolio for its comprehensive, standardized tear sheets that consolidate multiple analytics views, its seamless integration with Zipline, and its open-source accessibility compared to proprietary financial analytics tools.
Overview
Portfolio and risk analytics in Python
Use Cases
Best For
- Analyzing performance of algorithmic trading strategies
- Generating risk reports for investment portfolios
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