Calculating financial risk ratios with Squarequant
SquareQuant is a recently published open-source Python library ( https://github.com/SquareQuant ) for quantitative finance that provides risk metrics, performance analysis and investment analysis. Features: Calculation of multiple risk ratios such as Sharpe, Sortino, Value at Risk (VaR), Conditional VaR, maximum drawdown, semi-deviation, Ulcer index, etc ... Integrates with both yfinance and Theta data to retrieve data Built-in plotting functions for rolling risk metrics, drawdown analysis and risk dashboards. The readme file on the GitHub repo https://github.com/SquareQuant/squarequant-package provides sample Python code to get started
