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.

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

Creating reports on monthly returns data #74

Closed
lndkcg opened this issue Mar 16, 2021 · 1 comment
Closed

Creating reports on monthly returns data #74

lndkcg opened this issue Mar 16, 2021 · 1 comment
Labels
enhancement New feature or request

Comments

@lndkcg
Copy link

lndkcg commented Mar 16, 2021

When creating a report, all of the stats+metrics are called from the base functions using default arguments. The default period argument is 252 (representing daily returns data). So if you pass monthly returns to the report call, you will get incorrect values for stats like volatility, sharpe, or anything that needs to be annualized.

Can we add a period as an optional parameter to the reports functions, and then pass that to the underlying functions which require it?

@ranaroussi
Copy link
Owner

Fixed in 0.0.34

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request
Projects
None yet
Development

No branches or pull requests

2 participants