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Quantstats.reports.metrics would be nice to have last date stats for Drawdown #318
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Hi @TraderMikeS, this is a great suggestion and I believe would provide a bunch of value for other end users who may also be guesstimating these dates. I have submitted a pull request that will enable this functionality and output results similar to that shown below (when using the |
Check out https://github.com/Lumiwealth/quantstats_lumi, which is being updated regularly. We are a fork of this library that is being maintained by Lumiwealth |
The quantstats.reports.metrics report is quite complete. But I find myself always wanting, in addition, the current or endpoint (last day) statistics for Drawdown. Right now I have to guestimate by looking at the chart.
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