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