Python · MIT
ArturSepp/QuantInvestStrats
Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python
★ 647
Stars
79 forks · 0 open issues
+2.0/wk
Growth · measured
Stars counted between two of our own snapshots roughly a week apart. The repository page gives the exact span.
28.8
Momentum / 100
see the breakdown below
3y ago
Created
last push 3d ago
Star history
How this score was built
| Component | Weight | Earned | Why |
|---|---|---|---|
| Velocity | 55 | 2.1 | +2.0/wk, log-scaled against a 750/day ceiling |
| Acceleration | 15 | 3.6 | last week ran 1.24× the monthly pace |
| Freshness | 15 | 15.0 | last push 3d ago; decays to zero at 180 days |
| Scale | 15 | 8.2 | 647 stars, log-scaled against 150k — stops a 3-star repo topping the board |
| Momentum | 100 | 28.8 | sum of the above |
Detail
| Topics | asset-managementbacktestingdata-analysisdata-visualizationfactsheet-reportingfinancial-analyticsinvestment-analysisperformance-analyticsperformance-attributionportfolio-analyticsportfolio-backtestingportfolio-risk-managementpythonquantitative-financerisk-analysis |
| Matched on | Finance (quantitative-finance) |
| Short window | +2 stars over 7 days = 0.3/day |
| Long window | +6 stars over 26 days = 0.2/day |
| Lifetime average | 0.46 stars/day over 1,406 days |
| First seen here | 2026-10-11 |
| Last read | 2d ago |