{"library":"empyrical-reloaded","type":"library","category":null,"description":"empyrical-reloaded is a fork of the original empyrical library that computes performance and risk statistics commonly used in quantitative finance, such as Sharpe ratio, Sortino ratio, max drawdown, and others. Current version 0.5.12 targets Python >=3.9 and is under active maintenance with occasional releases.","language":"python","status":"active","version":"0.5.12","tags":["finance","risk-metrics","performance-analysis","quantitative-finance","empyrical-fork"],"last_verified":"Sat May 09","install":[{"cmd":"pip install empyrical-reloaded","imports":["import empyrical","from empyrical import sharpe_ratio"]}],"homepage":"https://ml4trading.io","github":"https://github.com/stefan-jansen/empyrical-reloaded","docs":"https://empyrical.ml4trading.io","changelog":null,"pypi":"https://pypi.org/project/empyrical-reloaded/","npm":null,"openapi_spec":null,"status_page":null,"smithery":null,"compatibility":null}