Applied Quantiative (Portfolio) Risk Management
Project description
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
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
Filter files by name, interpreter, ABI, and platform.
If you're not sure about the file name format, learn more about wheel file names.
Copy a direct link to the current filters
File details
Details for the file risklab-1.0.2.tar.gz.
File metadata
- Download URL: risklab-1.0.2.tar.gz
- Upload date:
- Size: 9.2 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: python-httpx/0.28.1
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
3f2e0229b09eca02a1a6de729b000cc57f7dce5041c3d0a12abad945aff5135a
|
|
| MD5 |
d2ba56d91882696da0a6c576d419c3d1
|
|
| BLAKE2b-256 |
31662f157823ced4850349feb9b5231ce5bd0246f41bc7d6cc299fe0fdc0c2f7
|
File details
Details for the file risklab-1.0.2-py3-none-any.whl.
File metadata
- Download URL: risklab-1.0.2-py3-none-any.whl
- Upload date:
- Size: 7.4 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: python-httpx/0.28.1
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
702d5f6550580f738e42f62c3f47c49c890f5ac1ede7f91bb5b678364022dcfc
|
|
| MD5 |
da2ef2c7b611d96d23acff21ffb0e632
|
|
| BLAKE2b-256 |
e114b70b3942218dd1aa8c75e33075918e6280e3c8123136faa1698c90884209
|
