Pyfolio is a Python library for performance and risk analysis of financial portfolios. In our latest video, “Using Pyfolio to Analyze your Algorithm,” Max Margenot reviews how to use Pyfolio to get the most out of your backtests.
Max reviews the process of running a Pyfolio analysis of your portfolio, and what to look for in the results. He highlights which graphs carry key information, and how they can help you interpret your backtest results.
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