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ranaroussi/quantstats

Portfolio analytics for quants, written in Python observed · 2026-08-28

github.com/ranaroussi/quantstats · Python · Apache-2.0 (permissive) 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

Full methodology

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

Member repositories

RepositoryRoleHealth v2
ranaroussi/quantstatsmain85

For agents

markdown · JSON · MCP: product_card(name="ranaroussi/quantstats")

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