diff --git a/README.md b/README.md index 924c0ba4..a60c2250 100644 --- a/README.md +++ b/README.md @@ -6,20 +6,20 @@ [![Join the chat at https://gitter.im/stefan-jansen/pyfolio-reloaded](https://badges.gitter.im/Join%20Chat.svg)](https://gitter.im/stefan-jansen/pyfolio-reloaded?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge) -[![build status](https://travis-ci.org/stefan-jansen/pyfolio-reloaded.png?branch=master)](https://travis-ci.org/stefan-jansen/pyfolio-reloaded) +[![PyPI Wheels](https://github.com/stefan-jansen/pyfolio-reloaded/actions/workflows/distribution.yml/badge.svg)](https://github.com/stefan-jansen/pyfolio-reloaded/actions/workflows/distribution.yml) pyfolio is a Python library for performance and risk analysis of financial portfolios that works well with the [Zipline](https://zipline.ml4trading.io/) open source backtesting library. -## Trading Strategy Analysis with pyfolio +## Trading Strategy Analysis with pyfolio At the core of pyfolio are various tear sheets that combine various individual plots and summary statistics to -provide a comprehensive view of the performance of a trading algorithm. +provide a comprehensive view of the performance of a trading algorithm. Here's an example of a simple tear sheet analyzing a strategy executed with the Zipline backtesting engine: ### Performance Metrics -The tear sheet presents performance and risk metrics for the strategy separately during the backtest and out-of-sample periods: +The tear sheet presents performance and risk metrics for the strategy separately during the backtest and out-of-sample periods: