ranaroussi/quantstats
Portfolio analytics for quants, written in Python observed · 2026-08-28
Health v2 · maintenance only
85/100
- Activity 93
- Release rhythm 65
- 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: 2.0
- age_days: 2681
- days_rel: 232
- days_push: 44
- n_releases_24m: 17
Adoption not part of the score
7591 stars · 1229 forks observed · 2026-08-28
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-29, confidence not recorded
QuantStats is a Python library for portfolio analytics that computes performance and risk metrics like Sharpe ratio, volatility, and drawdowns. It includes modules for statistics, plotting, and generating HTML tear-sheet reports, plus Monte Carlo simulation support.
Use cases
- calculate sharpe ratio and performance metrics for a portfolio
- visualize drawdowns and rolling statistics of returns
- generate an html tear sheet report for a trading strategy
- run monte carlo simulations on returns to estimate bust probability
- extend pandas with financial metrics methods
- profile portfolio risk and volatility
When to choose
- you need quick quantitative performance and risk metrics on return series in Python
- you want ready-made plots and HTML reports for portfolio performance
- you work in pandas and want financial metrics as dataframe/series methods
When to avoid
- you need a full backtesting engine or trade execution framework
- you require real-time streaming analytics or broker integration
- you need institutional-grade risk analytics beyond standard metrics
Facets
library · maturity stable
data-visualization analytics data-science charts fintech data-science data-visualization analytics python cross-platform quantitative-finance portfolio-analytics risk-metrics tear-sheets sharpe-ratio monte-carlo-simulation pandas algo-trading
2 sources
- readme: https://github.com/ranaroussi/quantstats · fetched 2026-08-28 · 1990c688b022
- registry_pypi: https://pypi.org/pypi/quantstats/json · fetched 2026-08-29 · 48f2ab364dad
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| ranaroussi/quantstats | main | 85 |
For agents
markdown · JSON · MCP: product_card(name="ranaroussi/quantstats")
Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem