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volatility, sharpe and almost every other metric differs b/c when calculated from pv quantstats calculates statistics for the one extra first day as well (where returns are NaN). The results differ only a little bit, but it is quite annoying especially when trying to debug and compare results vs external stats valuation
on the other hand, if correct, trimmed returns (like rt above) are supplied to qs.reports.html(), then plots do not start at 0/100% point, which is also confusing
The text was updated successfully, but these errors were encountered:
consider the code similar to #233
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volatility, sharpe and almost every other metric differs b/c when calculated from pv quantstats calculates statistics for the one extra first day as well (where returns are NaN). The results differ only a little bit, but it is quite annoying especially when trying to debug and compare results vs external stats valuation
on the other hand, if correct, trimmed returns (like rt above) are supplied to qs.reports.html(), then plots do not start at 0/100% point, which is also confusing
The text was updated successfully, but these errors were encountered: