fincore 0.5

fincore is a unified Python platform for quantitative performance, portfolio, factor, attribution, and risk analysis. Version 0.5.0 reorganised those capabilities into focused canonical domains; 0.5.1 preserves that public contract while improving release-quality verification.

This is a breaking release: upstream-shaped Empyrical, Pyfolio, and Alphalens facades, root-level metric calls, and compatibility extras are retired. Import each operation from the owning module instead.

import pandas as pd

from fincore.metrics.drawdown import max_drawdown
from fincore.metrics.ratios import sharpe_ratio

returns = pd.Series([0.01, -0.005, 0.002, 0.004])
print(sharpe_ratio(returns), max_drawdown(returns))

Start with installation, the quick start, and the 0.5 migration guide.

Canonical domains

• fincore.metrics: return, drawdown, ratio, rolling, and statistical kernels.
• fincore.performance: cash-flow-aware return semantics and disclosures.
• fincore.portfolio and fincore.report: portfolio inputs, immutable report documents, and renderer-specific artifacts.
• fincore.factor_analysis: factor preparation, analysis, inference, costs, portfolios, and optional rendering.
• fincore.attribution, risk, optimization, and simulation: specialised financial analysis domains.
• fincore.data, extensions, runtime, and viz: platform capabilities.

The API reference gives the single public implementation path for each area.