README
QuantStats: Portfolio analytics for quants
QuantStats Python library that performs portfolio profiling, allowing quants and portfolio managers to understand their performance better by providing them with in-depth analytics and risk metrics.
QuantStats is comprised of 3 main modules:
quantstats.stats- for calculating various performance metrics, like Sharpe ratio, Win rate, Volatility, etc.quantstats.plots- for visualizing performance, drawdowns, rolling statistics, monthly returns, etc.quantstats.reports- for generating metrics reports, batch plotting, and creating tear sheets that can be saved as an HTML file.
NEW! Monte Carlo Simulations
Run probabilistic risk analysis with built-in Monte Carlo simulations:
mc = qs.stats.montecarlo(returns, sims=1000, bust=-0.20, goal=0.50)