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Releases: quantopy-dev/quantopy

Basic returns and risk

08 Jun 16:48
a3b71c6

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  • Basic cimulation for Stock price and returns (gaussian distribution for returns)
  • Basic retrieval for Fama and French portfolios
  • Return Series and Dataframe
  • Geometric mean
  • Mean and Std annualization
  • Sharpe Ratio
  • Drawdown