Calling All Python Developers…
Although Pandas is a very versatile library for financial modeling in python, we can make the process even easier by developing a PerformanceAnalytics package for python. The aim is to provide the same set of APIs as that of PerformanceAnalytics. In this way, people who are familiar with R can easily migrate to Python.
Why this package is interesting?
This package can help draw people to do more financial modeling in python. Moreover, given Python’s advantage in web development over R, I believe the development of this project will help people in making web applications to further democratize quantitative analytics.
In other words, once the library is complete, we’re going to use it to create some sweet free tools for TurnkeyAnalyst.com!
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Definitions of common statistics used in our analysis are available here (towards the bottom)