Skip to content

Implementa beta móvel #16

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
Merged
merged 5 commits into from
Sep 13, 2020
Merged

Implementa beta móvel #16

merged 5 commits into from
Sep 13, 2020

Conversation

@anor4k
Copy link
Member

@anor4k anor4k commented Sep 12, 2020

No description provided.

lucas-leme
lucas-leme reviewed Sep 12, 2020
View reviewed changes
Copy link
Member

@lucas-leme lucas-leme left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Doc string ta top

@lucas-leme
Copy link
Member

lucas-leme commented Sep 12, 2020

Tava pensando acho que poderia ter uma linha horizontal com o beta médio de toda a série temporal.

@lucas-leme
Copy link
Member

lucas-leme commented Sep 12, 2020

Visualização de rolling sharpe ratio

@lucas-leme
Copy link
Member

lucas-leme commented Sep 12, 2020

Visualização de rolling beta

@anor4k
Copy link
Member Author

anor4k commented Sep 12, 2020

Tava pensando acho que poderia ter uma linha horizontal com o beta médio de toda a série temporal.

média dos rolling ou só o beta de toda a série?

@lucas-leme
Copy link
Member

lucas-leme commented Sep 12, 2020

Tava pensando acho que poderia ter uma linha horizontal com o beta médio de toda a série temporal.

média dos rolling ou só o beta de toda a série?

No beta geral mesmo. Tipo o pyfolio: https://github.com/quantopian/pyfolio

@anor4k
Copy link
Member Author

anor4k commented Sep 13, 2020

Função que eu preciso pra implementar a linha horizontal tá tão perto mas tão longe haha plotly/plotly.py#2558
vou implementar de um jeito pior agora e depois atualizo.

@anor4k anor4k requested a review from lucas-leme September 13, 2020 04:15
@anor4k
Copy link
Member Author

anor4k commented Sep 13, 2020 •
edited
Loading

lógica reimplementada, agora parece correta. adicionei novos elementos no gráfico. por ser feito no plotly, é interativo.

lucas-leme
lucas-leme approved these changes Sep 13, 2020
View reviewed changes
@anor4k anor4k merged commit 4dfd0e9 into master Sep 13, 2020
@anor4k anor4k deleted the feature/rolling_beta branch September 13, 2020 14:58
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Reviewers

@lucas-leme lucas-leme lucas-leme approved these changes

@guicola-sg guicola-sg Awaiting requested review from guicola-sg

Assignees

No one assigned

Labels

None yet

Projects

None yet

Milestone

No milestone

Development

Successfully merging this pull request may close these issues.

3 participants

@anor4k @lucas-leme