InSampleReturnStats

class qf_lib.common.utils.returns.is_return_stats.InSampleReturnStats(mean_log_ret: float = None, std_of_log_ret: float = None)[source]

Bases: object

Stores values of stats used to build confidence interval (Cone Chart)

Parameters

  • mean_log_ret (float) – mean log return expressed in the frequency of data samples (usually daily)

  • std_of_log_ret (float) – std of log returns expressed in the frequency of data samples (usually daily)