Portfolio Analytics

Compute portfolio-level performance metrics from equity curves and trade logs. Covers return metrics, risk metrics, risk-adjusted ratios, drawdown analysis, rolling windows, benchmark comparison, trade-level statistics, and automated HTML report generation via quantstats.

When to Use This Skill

• After backtesting a strategy (e.g., from vectorbt or strategy-framework)
• Comparing multiple strategies or parameter sets side-by-side
• Generating investor-ready performance reports
• Evaluating live trading performance against benchmarks
• Assessing risk-adjusted returns for portfolio allocation decisions

Prerequisites

uv pip install pandas numpy quantstats

Input Format