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Empyrical
Python library for financial risk and performance metrics used in quantitative analysis.
high confidence reviewed
Status
maintenance
License
Apache-2.0
Pricing
free
Category
quant-platforms
Subcategory
portfolio-and-risk-tools
Supported Markets
us-equity
Languages
python
Features
performance-metricsrisk-statisticssharpe-ratiomax-drawdownannualized-return
Verified by
editor
Last verified
2026-06-24