An API for backtesting trading strategies in JavaScript and TypeScript.

Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.

Curso ministrado por mim na Financial Risk Academy (FRA) sobre Introdução ao Risco de Mercado com Python

This is the repository with codes from the Coursera course by EDHEC business School about "Construction and Analyzing Portfolio using Python Pandas"

Basic portfolio performance analysis in Python with Yahoo Finance data

AI reduces drawdowns in passive strategies. Tutorial on my channel.

Fast drawdown & CED metrics in Rust with NumPy bindings

A zero-dependency javascript library of technical indicators and math/stats array functions

Open-source CDaR portfolio toolkit in Python featuring drawdown analytics, CDaR optimization, benchmark-relative risk metrics, and reproducible CLI pipelines for institutional-style workflows.

A lightweight Python tool for tracking a personal investment portfolio. Reads fund holdings from a CSV file, fetches live and historical pricing from Yahoo Finance, and derives tables showing value, change, volatility, drawdown and correlation across multiple time periods.

Analyze cryptocurrency return dynamics, volatility, and risk from 2010–2025.

面向公募基金量化风险分析，聚焦回撤、波动率、下行风险、VaR、Beta、夏普与风险收益匹配度。基于今日投资金融数据接口，自动识别基金代码并输出结构化基金风险分析报告。触发词：基金风险、回撤、波动率、下行风险、VaR、Beta、夏普、风险收益比。

A practical risk management guide for individual investors — drawdown analysis, Sharpe/Sortino/Calmar metrics, historical stress tests, and Python portfolio risk tools.

Estadísticas básicas para analizar activos, portafolio de inversión o estrategías de trading algoritmico

Public methodology for Exposure BTC, a quantitative Bitcoin exposure framework focused on regime detection, drawdown control, and risk-aware market participation.

Automated portfolio analytics platform -- ingests holdings and market data, computes Sharpe, drawdown, and VaR, estimates Fama-French factor exposures, and generates recurring stakeholder reports and dashboards.

Financial Data Visualisation

Come on in and learn how to calculate effective porosity from specific capacity data!

Dynamic and interactive dashboards based on financial data

A data-driven risk analytics system for fund and benchmark analysis, translating NAV time series into actionable risk insights, drawdown signals, and structured reports to support investment decision-making.