Measuring Up
Posted: Tue Jul 04, 2017 2:29 pm
Hi, folks,
To see how your mechanical system fares in the world of quant analysis, there's a relatively painless method available:
https://github.com/quantopian/pyfolio
It requires installing Python, but once the input file format is handled, producing a detailed statistical report is fast.
Attached is an example of the complete output, including graphics.
Good trading to you all,
Ken
To see how your mechanical system fares in the world of quant analysis, there's a relatively painless method available:
https://github.com/quantopian/pyfolio
- PyfolioHeader.jpg (78.28 KiB) Viewed 13371 times
It requires installing Python, but once the input file format is handled, producing a detailed statistical report is fast.
Attached is an example of the complete output, including graphics.
Good trading to you all,
Ken