Say you chart SPY and also want to inspect its stats: CAGR, drawdown, volatility etc.
Clearly I could do this from scratch but I was wondering whether there is any inbuilt facility anyone can think of? Pyfolio is only for a back test run through the IDE.
Any ideas anyone?
I am writing for Stocks and Commodities Magazine and wanted to share Notebooks on Quantopian for those who either can't code or won't.
For instance there is a very serviceable stats library called FFN - would there be any chance of being allowed to load something like that? Or any decent alternative? I don't think there is anything tailor made in Pandas, Numpy etc?