drawdown

An API for backtesting trading strategies in JavaScript and TypeScript.

Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.

Enhanced drop-in replacement for QuantStats — portfolio analytics for quants

A framework-agnostic risk-management toolkit for systematic traders: position sizing, drawdown control, stops, correlation limits, and a pre-trade validator.

A Cross-Asset State-Space Trading System for Drawdown Control in Stock Markets

Curso ministrado por mim na Financial Risk Academy (FRA) sobre Introdução ao Risco de Mercado com Python

A small marimo GUI for comparing two price or NAV series of a Polars DataFrame.

Evidence-first investing education and DCA research tools for beginners across US, Hong Kong and mainland China markets.

Basic portfolio performance analysis in Python with Yahoo Finance data

This is the repository with codes from the Coursera course by EDHEC business School about "Construction and Analyzing Portfolio using Python Pandas"

Free EA Health Monitor for MetaTrader 5 and 4: one table row per Expert Advisor (magic number), results, drawdown, floating P/L. Read only.

Annualised risk/return metrics for multi-asset portfolios: Sharpe, Sortino, max drawdown and rolling variants, measured against any benchmark. Live Yahoo Finance data with an offline parquet fallback, exposed three ways: a CLI, a Streamlit dashboard and a FastAPI JSON API. Dockerised, typed and tested.

AI reduces drawdowns in passive strategies. Tutorial on my channel.

把「我能承受多少亏损」变成具体的 ETF 组合，并用区块自助验证这个承诺站不站得住 | Drawdown-budgeted asset allocation skill for China A-shares

Drawdown-first portfolio tool with a read-only MCP addon for Claude — a deterministic core computes every number; the AI is fenced out of arithmetic.

Real-time prop-firm risk-monitoring dashboard for MetaTrader 5 — advisor, no auto-trading. Source-available.

EA Health Monitor Pro for MetaTrader 5 and 4: per-EA table with periods, result curves, alarms and report. Showcase only: README and images, no source.

Free read-only account card for MetaTrader 5 and 4: equity, floating drawdown journal, margin, risk at stops, currency exposure, history and statistics. Python reference and tests.

Fast drawdown & CED metrics in Rust with NumPy bindings

A zero-dependency javascript library of technical indicators and math/stats array functions