• Quantstats Example
  • Table of Contents
  • About
  • Getting Started
    • Prerequisites

Simple example highlighting the quantstats library. Note, currently the quantstats package can't handle timezone aware indexes so you need to remove the tz aware bit.

# fetch the daily returns for a stock and remove the timezone info

stock = qs.utils.download_returns('GOOG')
stock.index = stock.index.tz_localize(None) # remove timezone info this is a bug in quantstats

# create a benchmark
bench = qs.utils.download_returns('SPY')
bench.index = bench.index.tz_localize(None) 

These instructions will get you a copy of the project up and running on your local machine for development and testing purposes. pip install quantstats or conda install -c ranaroussi quantstats

• Python >= 3.5+
• pandas (tested to work with >=0.24.0)
• numpy >= 1.15.0
• scipy >= 1.2.0
• matplotlib >= 3.0.0
• seaborn >= 0.9.0
• tabulate >= 0.8.0
• yfinance >= 0.1.38
• plotly >= 3.4.1 (optional, for using plots.to_plotly())