drawdown

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.

Enhanced drop-in replacement for QuantStats — portfolio analytics for quants

A framework-agnostic risk-management toolkit for systematic traders: position sizing, drawdown control, stops, correlation limits, and a pre-trade validator.

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

Evidence-first investing education and DCA research tools for beginners across US, Hong Kong and mainland China markets.

A small marimo GUI for comparing two price or NAV series of a Polars DataFrame.

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"

Annualised risk/return metrics for multi-asset portfolios: Sharpe, Sortino, max drawdown and rolling variants, measured against any benchmark. Live Yahoo Finance data with an offline parquet fallback, exposed three ways: a CLI, a Streamlit dashboard and a FastAPI JSON API. Dockerised, typed and tested.

Real-time prop-firm risk-monitoring dashboard for MetaTrader 5 — advisor, no auto-trading. Source-available.

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

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

把「我能承受多少亏损」变成具体的 ETF 组合，并用区块自助验证这个承诺站不站得住 | Drawdown-budgeted asset allocation skill for China A-shares

Drawdown-first portfolio tool with a read-only MCP addon for Claude — a deterministic core computes every number; the AI is fenced out of arithmetic.

Fast drawdown & CED metrics in Rust with NumPy bindings

Frozen datasets and construction code for "Valuation Tearing and Deep Drawdowns: a leading measure and three-layer monitor for AI-economy sectors of the China A-share market" · 《估值撕裂与深度下跌：A 股 AI 经济板块的前兆度量与三层监测》随文冻结数据集与构造代码 · InAI Capital Advisor LLC

Experimental TRACE, TRACE Lite and direction–breadth diagnostics for auditing how trading results were produced through time.

Real-time drawdown tracking and prop-firm rule enforcement for trading accounts

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。