RiskLab
Applied Quantiative (Portfolio) Risk Management
Functions
-
scale_to_target_volatility(): Create a signal to scale returns to a target (annualized) volatility. -
backtest_signal(): Create a vectorized backtest from a signal and the underlying returns. -
backtest_portfolio(): Create a vectorized backtest from a portfolio of weights and the underlying returns.
Authors
Licence
MIT Licence
2 maintainers
Metadata
2 maintainers
Release files for risklab 1.0.2
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Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| risklab-1.0.2.tar.gz | 9.2 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| risklab-1.0.2-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 16.6 kB
Release files / risklab-1.0.2.tar.gz
| Download URL | risklab-1.0.2.tar.gz |
|---|---|
| Size | 9.2 kB |
| Tags | Source |
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Release files / risklab-1.0.2-py3-none-any.whl
| Download URL | risklab-1.0.2-py3-none-any.whl |
|---|---|
| Size | 7.4 kB |
| Tags | Python 3 |
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