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Empyrial
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Empyrial
Homepage
Installation
Quickstart
Engine
Empyrial
Rebalancing
Calendar Rebalancing
Custom Rebalancing
Optimization
Global Efficient Frontier
Mean-Variance
Hierarchical Risk Parity
Minimum-Variance
Diversification
Custom allocation
Risk Management
Max Drawdown
Take Profit
Stop Loss
Orderbook
Access the orderbook
Save the tearsheet
Get a report
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GitBook
Get a report
If you want to get a
PDF report
of the backtesting use
get_report
instead of
empyrial
function:
from
empyrial
import
get_report
,
Engine
β
portfolio
=
Engine
(
start_date
=
"2018-01-01"
,
portfolio
=
[
"BLK"
,
"BAC"
,
"AAPL"
,
"TM"
,
"JPM"
,
"JD"
,
"INTU"
,
"NVDA"
,
"DIS"
,
"TSLA"
],
optimizer
=
"EF"
,
rebalance
=
"1y"
,
risk_manager
=
{
"Stop Loss"
:
-
0.2
}
)
β
get_report
(
portfolio
)
Output
Orderbook - Previous
Access the orderbook
Last modified
1yr ago
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