What Is Quantstats?

Quantstats is a popular Python software development library for quantitative finance calcualtions and charts.

It provides many tools out of the box to analyse your strategies, including

• Equity curve

• Monthly returns and return distribution charts

• Metrics calculations like Maximum drawdown and other risk-adjusted return numbers

Visit Quantstats repository.

See also

• Quantitative finance

• Risk-adjusted return

• Jupyter notebook