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Basic returns and risk

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@quantopy-dev quantopy-dev released this 08 Jun 16:48
· 58 commits to main since this release
v0.0.1
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Learn about vigilant mode.
  • 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
Assets 2
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