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