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πŸ“’ Announcement

Good news! You can now use a patched version of the library empyrical through EigenLedger! πŸŽ‰ <br> πŸ‘‰ Learn how to use it here and read more in this announcement post. <br>

By Investors, For Investors.

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Open In Colab

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EigenLedger (prev. "Empyrial") is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors, officially released in 2021. Already used by thousands of people working in the finance industry, EigenLedger aims to become an all-in-one platform for portfolio management, analysis, and optimization.

EigenLedger empowers portfolio management by bringing the best of performance and risk analysis in an easy-to-understand, flexible and powerful framework.

With EigenLedger, you can easily analyze security or a portfolio in order to get the best insights from it. This is mainly a wrapper of financial analysis libraries such as Quantstats and PyPortfolioOpt.

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Table of Contents πŸ“–
1. Installation
2. Documentation
3. Quickstart
4. Contribution and Issues
5. Contributors
6. Contact
7. License
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Installation

You can install EigenLedger using pip:

pip install EigenLedger

For a better experience, we advise you to use EigenLedger on a notebook (e.g., Jupyter, Google Colab)

Note: macOS users will need to install Xcode Command Line Tools.

Note: Windows users will need to install C++. (download, install instructions)

Documentation

Here is our full documentation! Check it out our full documentation for detailed guides, all features, and tips on getting the most out of this library.

Quickstart

from EigenLedger import portfolio_analysis, Engine

portfolio = Engine(
    start_date = "2018-08-01", 
    portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"], 
    weights = [0.2, 0.2, 0.2, 0.2, 0.2],  # equal weighting is set by default
    benchmark = ["SPY"]  # SPY is set by default
)

portfolio_analysis(portfolio)
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Stargazers over time

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Contribution and Issues

EigenLedger uses GitHub to host its source code. Learn more about the Github flow.

For larger changes (e.g., new feature request, large refactoring), please open an issue to discuss first.

Smaller improvements (e.g., document improvements, bugfixes) can be handled by the Pull Request process of GitHub: pull requests.

You contributions will be reviewed, potentially modified, and hopefully merged into EigenLedger.

Contributors

Thanks goes to these wonderful people (emoji key):

All Contributors

<table> <tr> <td align="center"><a href="https://github.com/BrendanGlancy"><img src="https://avatars.githubusercontent.com/u/61941978?v=4" width="100px;" alt=""/><br /><sub><b>Brendan Glancy</b></sub></a><br /><a title="Code">πŸ’»</a> <a title="Bug report">πŸ›</a></td> <td align="center"><a href="https://github.com/rslopes"><img src="https://avatars.githubusercontent.com/u/24928343?v=4" width="100px;" alt=""/><br /><sub><b>Renan Lopes</b></sub></a><br /><a title="Code">πŸ’»</a> <a title="Bug report">πŸ›</a></td> <td align="center"><a href="https://github.com/markthebault"><img src="https://avatars.githubusercontent.com/u/3846664?v=4" width="100px;" alt=""/><br /><sub><b>Mark Thebault</b></sub></a><br /><a title="Code">πŸ’»</a></td> <td align="center"><a href="https://github.com/diegodalvarez"><img src="https://avatars.githubusercontent.com/u/48641554?v=4" width="100px;" alt=""/><br /><sub><b>Diego Alvarez</b></sub></a><br /><a title="Code">πŸ’»πŸ›</a></td> <td align="center"><a href="https://github.com/rakeshbhat9"><img src="https://avatars.githubusercontent.com/u/11472305?v=4" width="100px;" alt=""/><br /><sub><b>Rakesh Bhat</b></sub></a><br /><a title="Code">πŸ’»</a></td> <td align="center"><a href="https://github.com/Haizzz"><img src="https://avatars.githubusercontent.com/u/5275680?v=4" width="100px;" alt=""/><br /><sub><b>Anh Le</b></sub></a><br /><a title="Bug report">πŸ›</a></td> <td align="center"><a href="https://github.com/TonyZhangkz"><img src="https://avatars.githubusercontent.com/u/65281213?v=4" width="100px;" alt=""/><br /><sub><b>Tony Zhang</b></sub></a><br /><a title="Code">πŸ’»</a></td> <td align="center"><a href="https://github.com/eltociear"><img src="https://avatars.githubusercontent.com/u/22633385?v=4" width="100px;" alt=""/><br /><sub><b>Ikko Ashimine</b></sub></a><br /><a title="Code">βœ’οΈ</a></td> <td align="center"><a href="https://www.youtube.com/watch?v=-4qx3tbtTgs"><img src="https://avatars.githubusercontent.com/u/50767660?v=4" width="100px;" alt=""/><br /><sub><b>QuantNomad</b></sub></a><br /><a title="Code">πŸ“Ή</a></td> <td align="center"><a href="https://github.com/buckleyc"><img src="https://avatars.githubusercontent.com/u/4175900?v=4" width="100px;" alt=""/><br /><sub><b>Buckley</b></sub></a><br /><a title="Code">βœ’οΈπŸ’»</a></td> <td align="center"><a href="https://github.com/agn35"><img src="https://lh3.googleusercontent.com/a-/AOh14GhXGFHHpVQTL2r23oEXFssH0f7RyoGDihrS_HmT=s48" width="100px;" alt=""/><br /><sub><b>Adam Nelsson</b></sub></a><br /><a title="Code">πŸ’»</a></td> <td align="center"><a href="https://github.com/rgleavenworth"><img src="https://avatars.githubusercontent.com/u/87843950?v=4" width="100px;" alt=""/><br /><sub><b>Ranjan Grover</b></sub></a><br /><a title="Code">πŸ›πŸ’»</a></td> </tr> </table>

This project follows the all-contributors specification. Contributions of any kind are welcome!

Credit

This library has also been made possible because of the work of these incredible people:

Contact

You are welcome to contact us by email at santoshpassoubady@gmail.com or in EigenLedger's discussion space

License

Apache License 2.0