create_returns_similarity
- qf_lib.plotting.helpers.create_returns_similarity.create_returns_similarity(strategy: QFSeries, benchmark: QFSeries, mean_normalization: bool = True, std_normalization: bool = True, frequency: Optional[Frequency] = None) KDEChart [source]
Creates a new returns similarity chart. The frequency is determined by the specified returns series.
- Parameters:
strategy (QFSeries) – The strategy series to plot.
benchmark (QFSeries) – The benchmark series to plot.
mean_normalization (bool) – Whether to perform mean normalization on the series data.
std_normalization (bool) – Whether to perform variance normalization on the series data.
frequency (Frequency) – Returns can be aggregated in to specific frequency before plotting the chart
- Returns:
A newly created KDEChart instance.
- Return type: