Using Pyfolio to Analyze your Trading Strategies

Pyfolio is an open source Python library for analysis of the performance and risk of financial portfolios. In our latest video, “Using Pyfolio to Analyze your Algorithm,” Max Margenot reviews how to use Pyfolio to get the most out of your backtests.

Max reviews the process of running a Pyfolio analysis, a tear sheet, as well as what to look for in the results. He highlights which graphs carry key information, and how they can help you interpret your backtest results.

To learn more about Quantopian, visit http://www.quantopian.com.

As always, if there are any topics you would like us to focus on for future videos, please send us a quick note at [email protected].

Disclaimer
Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice.

More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian.

In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.