Quantstats Versions Save

Portfolio analytics for quants, written in Python

0.0.62

10 months ago
  • Changed serenity_index and recovery_factor to use simple sum instead of compounded sum
  • Reports passing the compounded param to all supporting methods
  • Fixed a bug related to monthly_heatmap display

0.0.61

10 months ago

Fixed positional arguments passed to cagr()

0.0.60

10 months ago

Multi-strategy reports are here!

You can now pass a dataframe with a column for each strategy to get a unified, single report for all

Additional additions

  • Support request proxy with yfinance
  • Added custom periods to CAGR
  • Correct drawdown days calculation when last day is a drawdown
  • Write report in correct file path
  • IPython 7+ compatibility
  • Pandas 2.0 compatibility
  • Fix for benchmark name when supplied by the user
  • Handles tz-native and tz-aware comparisson issue
  • Adding benchmark name to html report
  • Update README ticker to META :)
  • Many pull requests merged

0.0.59

1 year ago

Fixed EOY compounded return calculation

0.0.58

1 year ago
  • Run fillna(0) on plot's beta (issue #193)

0.0.57

1 year ago

Fixed sigma calculation in stats.probabilistic_ratio()

0.0.56

2 years ago

Added option to explicitly provide the benchmark title in html reports via benchmark_title=...

0.0.55

2 years ago

Fix for benchmark name in html report when supplied by the user

0.0.54

2 years ago

Fixed dependency name in requirements.txt

0.0.53

2 years ago
  • Added information ratio to reports