Comments (2)
RKMaynard
commented on September 7, 2024
We have also seen errors in the drawdown dates. However, this repo seems to no longer be maintained, so we are pushing our mods to quantstats-lumi. We will replicate this issue there for tracking.
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grzesir
commented on September 7, 2024
Check out https://github.com/Lumiwealth/quantstats_lumi, which is being updated regularly. We are a fork of this library that is being maintained by Lumiwealth
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Related Issues (20)
- Deprecated code in stats.py expected_return() HOT 1
- Calculation of 3Y and 5Y annualized return date lag HOT 1
- report.py's cagr function doesn't include the days per year options HOT 1
- Fix kelly_criterion formula for investment scenario HOT 1
- draw visuals in plotly HOT 1
- Jupyter import issue: `magic(...)` is deprecated HOT 1
- Cumulative Performance in reports.html does not calculate correctly HOT 4
- Generate full html_report but save as image
- Datetime issue
- "Strategy" HOT 2
- is _qtd bug ? HOT 1
- utils.make_index : TypeError: unsupported operand type(s) for +: 'float' and 'str' HOT 8
- Quantstats.plot Cannot Generate Plot HOT 1
- CAGR calculations HOT 2
- Issue with cagr function in stats HOT 2
- TypeError: pivot() takes 1 positional argument but 4 were given in quantstats.reports.html HOT 1
- monthly returns plot do not shouw the returns num in figure HOT 4
- Suggestion for Improving the CAGR Calculation in Your Package HOT 3
- AttributeError: module 'numpy' has no attribute 'product' HOT 2
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