generate_random_paths

qf_lib.common.utils.returns.return_distribution_helpers.generate_random_paths(sample_len: int, sample_size: int, mean: float, std: float, leverage: float = 1.0)[source]

Generates random paths.

Parameters:
  • sample_len (int) – length of each path of data, equivalent to time

  • sample_size (int) – Number of paths simulated

  • mean (float) – mean simle return

  • std (float) – standard deviation of returns

  • leverage (float) – leverage used in the simulated investment process

Returns:

indexed by steps with paths as columns

Return type:

SimpleReturnsDataFrame