annualise_with_sqrt

qf_lib.common.utils.miscellaneous.annualise_with_sqrt.annualise_with_sqrt(values: Union[float, pandas.core.series.Series, List[float]], frequency: qf_lib.common.enums.frequency.Frequency) → Union[float, pandas.core.series.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]