portfolio-analytics
Portfolio Analytics
Compute portfolio-level performance metrics from equity curves and trade logs. Covers return metrics, risk metrics, risk-adjusted ratios, drawdown analysis, rolling windows, benchmark comparison, trade-level statistics, and automated HTML report generation via quantstats.
When to Use This Skill
- After backtesting a strategy (e.g., from
vectorbtorstrategy-framework) - Comparing multiple strategies or parameter sets side-by-side
- Generating investor-ready performance reports
- Evaluating live trading performance against benchmarks
- Assessing risk-adjusted returns for portfolio allocation decisions
Prerequisites
uv pip install pandas numpy quantstats
Input Format
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