Metadata-Version: 2.4
Name: risklab
Version: 1.0.2
Summary: Applied Quantiative (Portfolio) Risk Management
Project-URL: Issues, https://github.com/dream-faster/risklab/issues
Project-URL: Source, https://github.com/dream-faster/risklab
Author-email: Mark Aron Szulyovszky <mark@unravel.finance>, Daniel Szemerey <daniel@unravel.finance>
License-Expression: MIT
License-File: LICENSE
Keywords: backtesting,portfolio,quant,quantiative,risk
Classifier: Development Status :: 5 - Production/Stable
Classifier: License :: Other/Proprietary License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: Implementation :: CPython
Classifier: Programming Language :: Python :: Implementation :: PyPy
Requires-Python: >=3.11
Requires-Dist: numpy>=1.3.0
Requires-Dist: pandas>=2.0.0
Requires-Dist: tqdm>=4.66.4
Provides-Extra: quality
Requires-Dist: pre-commit~=2.20.0; extra == 'quality'
Requires-Dist: ruff==0.1.11; extra == 'quality'
Provides-Extra: tests
Requires-Dist: hypothesis~=6.112.4; extra == 'tests'
Requires-Dist: pytest-cov>=4.0; extra == 'tests'
Requires-Dist: pytest~=7.1.2; extra == 'tests'
Description-Content-Type: text/markdown

# RiskLab

Applied Quantiative (Portfolio) Risk Management

### Functions

- `scale_to_target_volatility()`: Create a signal to scale returns to a target (annualized) volatility.

- `backtest_signal()`: Create a vectorized backtest from a signal and the underlying returns.

- `backtest_portfolio()`: Create a vectorized backtest from a portfolio of weights and the underlying returns.


### Authors

[Unravel.finance](https://unravel.finance)

### Licence

MIT Licence