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santoshlite/EigenLedger

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎 observed · 2026-08-28

github.com/santoshlite/EigenLedger · homepage · Python · Apache-2.0 (permissive) observed · 2026-08-28

Health v2 · maintenance only

52/100

  • Activity 41
  • Release rhythm 40
  • Longevity 100
How is this computed?

round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-03. Adoption (stars, forks) is never an input.

  • gap_med: 0
  • age_days: 2004
  • days_rel: 675
  • days_push: 354
  • n_releases_24m: 2

Full methodology

Adoption not part of the score

1081 stars · 135 forks observed · 2026-08-28

What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded

EigenLedger (formerly Empyrial) is an open-source Python library for quantitative investment portfolio backtesting, analysis, and optimization. It wraps financial analysis libraries like Quantstats and PyPortfolioOpt to provide performance and risk insights for retail investors and financial institutions.

Use cases

  • backtest an investment portfolio strategy in python
  • analyze portfolio performance and risk metrics
  • optimize asset allocation weights
  • compare stock portfolio returns against a benchmark
  • run quantitative analysis on stocks and futures
  • generate portfolio risk reports in a jupyter notebook

When to choose

  • you want a high-level python wrapper over Quantstats and PyPortfolioOpt
  • you need quick portfolio backtesting and risk analysis in a notebook
  • you are a retail investor or analyst without heavy quant infrastructure
  • you want an open-source alternative to paid portfolio analytics tools

When to avoid

  • you need event-driven backtesting with granular order execution like backtrader or zipline
  • you require real-time trading or broker integration
  • you need ultra-low-latency or institutional-grade tick data processing
  • you want a GUI-based portfolio manager rather than a code library

Facets

library · maturity active

data-science analytics math data-visualization fintech data-science analytics python cross-platform backtesting portfolio-analysis quantitative-finance portfolio-optimization risk-analysis stock-market investment

1 source

Member repositories

RepositoryRoleHealth v2
santoshlite/EigenLedgermain52

For agents

markdown · JSON · MCP: product_card(name="santoshlite/EigenLedger")

Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem