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

Basic portfolio performance analysis in Python with Yahoo Finance data

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

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

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

Fast drawdown & CED metrics in Rust with NumPy bindings

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

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

Financial Data Visualisation

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

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

Dynamic and interactive dashboards based on financial data

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.