empyrical

empyrical is a Python library with performance and risk statistics commonly used in quantitative finance

Installation

In a virtualenv (see these instructions if you need to create one):

pip3 install empyrical

Dependencies

Releases

Version Released Bookworm
Python 3.11
Trixie
Python 3.13
Files
0.5.5 2020-10-13
0.5.4 2020-10-13
0.5.3 2019-08-27
0.5.2 2019-08-15
0.5.0 2018-06-14
0.4.3 2018-05-02
0.4.2 2018-03-12
0.4.1 2018-03-12
0.4.0 2018-02-23
0.3.4 2018-02-02
0.3.3 2017-11-13
0.3.2 2017-08-21
0.3.1 2017-08-18
0.3.0 2017-06-20
0.2.2 2016-12-07
0.2.1 2016-10-03
0.2.0 2016-09-19
0.1.11 2016-08-30
0.1.10 2016-08-29
0.1.9 2016-08-18
0.1.8 2016-08-11

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Page last updated 2026-09-03 08:35:46 UTC