pyfolio 开源项目推荐（15 个）

zer0quant /zer0factor

面向 A 股本地数据的 AI 因子研究工作台：因子生成、存储、注册、评估与报告。

ahmedengu /trading_evolved

Trading Evolved book code

deltaray-io /flexfolio

IB FlexStatement to PyFolio bridge

pi-2r /Quant-Science

Python Quant Stack

cltai9145 /Machine-Learning-in-Finance

Trading Strategy Development

cloudQuant /fincore

Quantitative performance & risk analytics: 150+ financial metrics, portfolio optimization, Monte Carlo simulation, and attribution — the actively maintained successor to empyrical, pyfolio, and alphalens.

dmaity612 /algorithimic-trading-bot

A trading algorithm that identifies stocks with the largest potential for growth while heavily considering its volatility using quantopian

Limex-com /zipfolio

Backtest tearsheets that read the book, not just the returns: positions, instruments, sectors, factor exposures, execution realism and trading costs. Built on pyfolio, part of the ZipLime ecosystem.

Nagarajran /py_back_test

Learning python. Trading back test software in Python to look at 1min OHLC data. Strategy deployed in production in Zerodha using Kite API

AlAsiri-Ali /moving-average-backtest-pyfolio

Backtesting workflow for a moving average crossover strategy using Apple stock data, Backtrader, and PyFolio-style performance analysis.

ClaytonJY /pydata-20171010

Ditching R for Python (in Algorithmic Trading)

sviteribuben /finanace_portfolio

Проект создан для изучения анализа финансовых портфолио и инвестиционных стратегий

HassanKhal1d /FX-Time-Series-Analysis-Forecasting

Forecasting AUD/USD and EUR/USD with ARMA/ARIMA/SARIMA models on 5-minute OHLCV data -- does a 1-step-ahead price prediction actually translate into a tradeable edge?

toonshi /portfolio-analysis

Analyzes historical performance of stocks and portfolios using yfinance for data and pyfolio for comprehensive tear sheets.

Kali-Uga /trend-following-futures

Quant research: volatility-scaled trend-following on futures — parameter robustness, multi-timeframe decay, EWMAC/MACD/Bollinger comparison, purged walk-forward optimization, and a multi-asset (NQ/JY/BTC) portfolio