Podcast EP11. Python 金融绩效指标计算库 - Empyrical
Empyrical 是开源的金融时序绩效计算工具箱。它封装了在量化研究和回测中最常用的收益率、风险与回撤指标计算方法。
收听:
小宇宙: https://www.xiaoyuzhoufm.com/episode/685502cc2a38b4d9799f641a
Apple Podcast: https://podcasts.apple.com/cn/podcast/ep11-python-%E9%87%91%E8%9E%8D%E7%BB%A9%E6%95%88%E6%8C%87%E6%A0%87%E8%AE%A1%E7%AE%97%E5%BA%93-empyrical/id1818285102?i=1000714097183