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Common financial risk and performance metrics in Python
What it is
A Python library providing common financial risk and performance metrics for quantitative trading analysis. It computes simple statistics as well as rolling measures of returns and risk, with support for pandas data structures. Traders and analysts who need standard performance metrics in their own Python workflows will find it useful. Data-reading utilities that fetched market data through third-party services such as Yahoo and Google Finance are deprecated and prone to failures, so users should supply their own data feeds.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Strategy research |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Easy to start |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +2 over the period, now 1,514. Gaps mean no snapshot was taken that day.
Common financial risk and performance metrics.
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