Common financial risk and performance metrics. Used by zipline and pyfolio.

Utilities for unfolding, computing, and plotting spectral observables.

MCP知识库 - 基于quantopion/empyrical的金融风险与绩效指标计算工具

Based on private module for generate reports. Using empyrical calcs and create faster factsheets in a pandas-like style

基于 quantopian empyrical，修复setup

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A conda-smithy repository for empyrical.

A conda-smithy repository for empyrical-dist.

A conda-smithy repository for empyrical-reloaded.

Updated pyfolio and empyrical for Python Version 3.12+

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Measurement automation software

Common financial risk and performance metrics. Used by zipline and pyfolio.

My profile page repo

a header-only project using C++20 re-implement the "empyrical" project, which was originally written in Python.

Use of Pandas, Numpy, Scipy, and Empyrical to calculate fund performance returns as compared to a benchmark returns in Vertica

This is an empyrical analysis of the Union-Find data structure, together with many different heuristics for union and path compression.

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Signal Generation: The stability of the time series of returns is calculated using the empyrical library. Based on the stability score, buy (1), sell (-1), or hold (0) signals are generated. Signals are filled forward to ensure they are applied until a new signal is generated.