Analytics helpers
quantalytics.analytics bundles every descriptive and performance-centric helper into a consistent namespace so you can explore returns with minimal boilerplate.
The module covers basic stats (skewness, kurtosis, total_return, cagr, volatility) and also exposes specialties you just added, such as:
- Risk balance –
payoff_ratio,profit_ratio,win_loss_ratio,profit_factor,risk_of_ruin, andgain_to_pain_ratiohelp you understand how wins compare to losses and what it would take to stay solvent. - Streaks & consistency –
max_consecutive_wins/losses,avg_win,avg_loss, andwin_ratemake it easy to quantify the cadence of profitable periods. - Advanced ratios –
omega,tail_ratio,common_sense_ratio,information_ratio, andr_squaredhighlight distributional skew, tail leverage, benchmark tracking, and explained variance.
Every helper works with pandas Series (or any iterable) and returns float results with consistent NaN/inf semantics. Use them alongside qa.metrics and qa.charts so you can summarize, visualize, and report on performance from a single code path.