This is perfect. Thank you for sharing this.
I might start implementing some of these but would love for someone else to add a few PRs as well. The code is pretty modular especially if we want to add new strategies.
I might start implementing some of these but would love for someone else to add a few PRs as well. The code is pretty modular especially if we want to add new strategies.
> pyfolio.tears.create_interesting_times_tear_sheet measures algorithmic trading algorithm performance during "stress events" https://github.com/quantopian/pyfolio/blob/03568e0f328783a6a...