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Sharpe Ratio Python Packages

Python packages with the GitHub topic sharpe-ratio. Sorted by relevance, with stars and monthly downloads.
dcajasn
riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

82K 4K 667
AI4Finance-Foundation
finrl-trading

FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading

310 3K 987
optego
optego-quant-metrics

A Python package for quantitative portfolio metrics calculations, including Deflated Sharpe Ratio (DSR)

266 0 0
metalcorebear
markowitzify

Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."

236 38 12
YichengYang-Ethan
clawdfolio

Multi-broker portfolio analytics — Fama-French, GARCH, covered call strategies (PyPI: pip install clawdfolio)

185 11 1
joaopm33
fundspy

Download brazillian investment funds and their benchmarks data from CVM and analyze their performance with pre-built functions.

153 31 8
joaopm33
fundspy2021

Download brazillian investment funds and their benchmarks data from CVM and analyze their performance with pre-built functions.

75 31 8
    • Data from PyPI, GitHub, ClickHouse, and BigQuery