Kernel: Python 3 (system-wide)

QuantStats: Portfolio analytics for quants

https://github.com/ranaroussi/quantstats

In [3]:

import quantstats as qs

# extend pandas functionality with metrics, etc.
qs.extend_pandas()

# fetch the daily returns for a stock
stock = qs.utils.download_returns('FB')

# show sharpe ratio
# or using extend_pandas() :)
stock.sharpe()

Out[3]:

0.8070190129231419

In [4]:

qs.plots.snapshot(stock, title='Facebook Performance')

Out[4]:

findfont: Font family ['Arial'] not found. Falling back to DejaVu Sans.
findfont: Font family ['Arial'] not found. Falling back to DejaVu Sans.

In [0]: