Empyrial

Latest version: v2.1.4

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1.2.4

- Switched to OOP with our Beibo Engine

1.2.3

- Tearsheet analysis (annual return, cagr, Sharpe ratio, alpha, information ratio...)
- Returns
- Cumulative Returns vs Benchmark
- monthly returns heatmap
- Underwater plot + Top 5 drawdown
- Rolling volatility
- Rolling beta
- Rolling sharpe

1.1.6

-> Possibility to get data (close, adj close, volume..)
-> Get returns
-> Backtest a portfolio and analyze the investment

1.1.1

- Sharpe ratio fixed
- Improvement on Alpha, beta, and rollings
- **lens** function to backtest a portfolio
- switch from date ("2020-01-01") to period range ("1y")

0.2

-> Backtest portfolio
-> Better beta and alpha calculation
-> Cointegration
-> Apply Kalman Filter to a stock
-> Correlation between assets
-> Implied Volatility
-> Rolling beta, rolling volatility and rolling alpha
-> Bugs correction and minor changes

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