pyfolio – pyfolio is a Python library for performance and risk analysis of financial portfolios. It works well with the Zipline open source backtesting library.
empyrical – Common financial risk and performance metrics. Used by zipline and pyfolio.
finance – Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.
qfrm – Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.
visualize-wealth – A library built in Python to construct, backtest, analyze, and evaluate portfolios and their benchmarks.
VisualPortfolio – This tool is used to visualize the performance of a portfolio
Time Series
ARCH – ARCH and other tools for financial econometrics in Python
statsmodels – Python module that allows users to explore data, estimate statistical models, and perform statistical tests.
dynts – A statistic package for python with emphasis on time series analysis. Built around numpy, it provides several back-end time series classes including R-based objects via rpy2.
