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PerformanceAnalytics

This is a port of the fantastic R project PerformanceAnalytics to Python.

I think the R project is great, but there are a couple of issues I have with it. The biggest issue I have is that I think Python is taking over from R in the financial community and would rather see them improved in Python.

Please note, this project will make heavy use of NumPy and Pandas, as someone who has had issues getting those to work on Windows, I highly reccomend using Anaconda as your Python engine on Windows. It makes life so much easier.

Once again I would like to thank the team at PerformanceAnalytics.

https://cran.r-project.org/web/packages/PerformanceAnalytics/

Enjoy

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