pyfolio is a Python library for performance and risk analysis of financial portfolios developed by Quantopian Inc. It works well with the Zipline open source backtesting library.
At the core of pyfolio is a so-called tear sheet that consists of
various individual plots that provide a comprehensive image of the
performance of a trading algorithm. Here is an example of a tear sheet of a returns-based analysis of the $FB stock:
To install pyfolio via pip issue the following command:
pip install --pre pyfolioFor development, clone the git repo and run python setup.py develop
and edit the library files directly. Make sure to reload or restart
the IPython kernel when you make changes.
pyfolio has the following dependencies:
If you find a bug, feel free to open an issue on our github tracker.
You can also join our mailing list.
- Gus Gordon (gus@quantopian.com)
- Justin Lent (justin@quantopian.com)
- Sepideh Sadeghi (sp.sadeghi@gmail.com)
- Thomas Wiecki (thomas@quantopian.com)
- Jessica Stauth (jstauth@quantopian.com)
- Karen Rubin (karen@quantopian.com)
For a full list of contributors, see https://github.com/quantopian/pyfolio/graphs/contributors.