sqn_for100trades¶
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qf_lib.common.utils.returns.sqn.sqn_for100trades(returns: qf_lib.containers.series.qf_series.QFSeries)[source]¶ Calculates the SQN = mean return of trade / std(returns of trades) * sqrt(100)
qf_lib.common.utils.returns.sqn.sqn_for100trades(returns: qf_lib.containers.series.qf_series.QFSeries)[source]¶Calculates the SQN = mean return of trade / std(returns of trades) * sqrt(100)