#Drawdown-at-risk

rafa-rod

pytrendseries

Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.

husainm97

quant-lab-alpha

Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.