Pyfolio is a Python library for performance and risk analysis of financial portfolios. It produces a tearsheet with various plots that provide a comprehensive image of a trading algorithm's performance.
Qgrid is a Jupyter notebook widget which uses SlickGrid to render pandas DataFrames within a Jupyter notebook. This allows you to explore your DataFrames with intuitive scrolling, sorting, and filtering controls, as well as edit your DataFrames by double clicking cells.
This talk explains how Quantopian rearchitected brittle crontabs into resilient, recoverable pipelines defined in code to which anyone could contribute.
Automated trading strategies are often, intentionally or not, overfit to the past. As a result, strategies that show fantastic performance on historical data often flounder when deployed with real capital.
This talk defines lazy evaluation and contrasts it with eager evaluation. It explores different models and tools to implement lazy evaluation and discusses optimizations of those systems.