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Collection of functions to check the performances of portfolio

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pyfolio

Collection of functions to check the performances of portfolio and portfolio back testing

installation

Please install this package with the following command:

pip install git+https://github.com/jianboli/pyfolio

dependence

numpy, pandas, tia

At the same time, this package heavily rely on Bloomberg. So you will need local Bloomberg open and API service aviable to use most of the functionailities.

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Collection of functions to check the performances of portfolio

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