ml-finance-python

python scripts for finance machine learning

git clone https://9o.is/git/ml-finance-python.git

README.md

(917B)

      1 ## How to build and test a portfolio with zipline
      2 
      3 Pyfolio facilitates the analysis of portfolio performance and risk in-sample and out-of-sample using many standard metrics. It produces tear sheets covering the analysis of returns, positions, and transactions, as well as event risk during periods of market stress using several built-in scenarios, and also includes Bayesian out-of-sample performance analysis.
      4 
      5 The demonstration in the notebook [pyfolio_demo](pyfolio_demo.ipynb) relies on data generated by the notebook [alpha_factor_zipline_with_trades](../01_trading_zipline/alpha_factor_zipline_with_trades.ipynb) in the directory [trading_zipline](../01_trading_zipline). 
      6 
      7 Run the following from the command line to create a conda environment with zipline and pyfolio:
      8 
      9 ```
     10 conda env create -f environment.yml
     11 
     12 ```
     13 This assumes you have [miniconda3](https://docs.conda.io/en/latest/miniconda.html) installed.