Examples¶

Five interactive marimo notebooks ship with the repository under book/marimo/notebooks/. Each is rendered into the documentation (links below) and can be run locally:

make marimo                       # open the notebook server
# or run one directly:
uv run marimo edit book/marimo/notebooks/analytics_demo.py

Analytics Demo¶

The end-to-end tour: build a Data object from returns, compute the core metric suite (Sharpe, Sortino, drawdown, win rates), and compare assets against a benchmark. Start here if you're new to the library.

Portfolio Construction¶

The Portfolio route: turn prices and positions into a NAV curve via Portfolio.from_cash_position and friends (from_position, from_risk_position), then study execution-delay (lag) and smoothed holdings. Shows the tilt/timing attribution decomposition.

Risk Metrics¶

Deep dive on the risk suite: volatility, value-at-risk, conditional VaR, ulcer index, drawdown analysis, and the rolling variants of each.

Plots and Reports¶

Every chart the plots facade produces (snapshot, heatmaps, rolling metrics, histograms) and how to generate the self-contained HTML report with reports.full() / portfolio.report.

Monte Carlo¶

Resampled return paths: simulate alternative histories from observed returns, then read distributional answers (path percentiles, Sharpe dispersion, CAGR ranges) off the simulation.