Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Returns #4

Open
ricnov opened this issue Jan 30, 2025 · 1 comment
Open

Returns #4

ricnov opened this issue Jan 30, 2025 · 1 comment

Comments

@ricnov
Copy link

ricnov commented Jan 30, 2025

is it possible to use returns instead of prices dataset? Thanks
@ArturSepp
Copy link
Owner

which analytics are you talking about specifically?
Generally, performance and risk analytics in qis package takes prices as inputs and computes returns for specified frequency.
If you have returns, you can use can compute prices with
prices = qis.returns_to_nav(returns)
and then use these computed prices for performance analysis

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
2 participants
@ArturSepp @ricnov