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Lumiwealth / quantstats_lumi

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qs.reports.html compounded=False not accurate for Calmer / ROMaD / RaR #29

Open Koha101 opened 3 months ago

Koha101 commented 3 months ago

When calling qs.reports.html with the compounded=False argument, the Calmer and ROMaD are calling the CAGR function without passing the compounded argument. This defaults CAGR to calculate with compounded=True for the two calculations, overestimating the Calmer and ROMaD.

I don't use RaR, but it seems like compounded is not passed to CAGR for it as well.

grzesir commented 3 months ago

Why do you think that compounded=True is incorrect?

Robert Grzesik 347-635-3416

On Mon, Apr 22, 2024 at 4:36 PM Koha101 @.***> wrote:

When calling qs.reports.html with the compounded=False argument, the Calmer and ROMaD are calling the CAGR function without passing the compounded argument. This defaults CAGR to calculate with compounded=True for the two calculations, overestimating the Calmer and ROMaD.

I don't use RaR, but it seems like compounded is not passed to CAGR for it as well.

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