QuantStats — Portfolio Analytics for Quants

QuantStats — Portfolio Analytics for Quants

QuantStats is the de-facto Python toolkit for quantitative portfolio performance analysis. With a single function call you get Sharpe, Sortino, Calmar, Omega ratios, rolling drawdowns, monthly P&L heatmaps, and full HTML tearsheets — all from a simple returns Series.

Key features

• 60+ performance and risk metrics (CAGR, VaR, CVaR, Ulcer Index, Kurtosis)
• One-line HTML tearsheets with interactive Plotly charts
• Benchmark comparison (e.g., SPY) via yfinance auto-pull
• Compatible with Pandas, Zipline, Backtrader, and VectorBT
• Works for daily, hourly, and minute-level returns

Quick start

pip install quantstats

import quantstats as qs
import yfinance as yf

returns = qs.utils.download_returns("AAPL")
qs.reports.html(returns, output="tearsheet.html", benchmark="SPY")
# Opens a full tearsheet in your browser
qs.stats.sharpe(returns)  # → float

npx ai-supply add quantstats-portfolio-analytics

Curated mirror of the open-source QuantStats (Apache-2.0). Get it from the source.