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)