annualise_with_sqrt

qf_lib.common.utils.miscellaneous.annualise_with_sqrt.annualise_with_sqrt(values: float | Series | List[float], frequency: Frequency) → float | Series | List[float]

Annualises samples of given frequency by multiplying each value by the square-rooted number of samples in a year for a given frequency.

Parameters:

• values (float, Series, List[float]) – value(s) to annualise

• frequency (Frequency) – original sampling frequency for the given value(s)

Returns:

annualised values

Return type:

loat, Series, List[float]