drawdown
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
Enhanced drop-in replacement for QuantStats — portfolio analytics for quants
A small marimo GUI for comparing two price or NAV series of a Polars DataFrame.
A framework-agnostic risk-management toolkit for systematic traders: position sizing, drawdown control, stops, correlation limits, and a pre-trade validator.
