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ranaroussi / quantstats

Portfolio analytics for quants, written in Python
Apache License 2.0
4.82k stars 841 forks source link

Fix CAGR calculation and add periods parameter to relevant functions #330

Open raotushar opened 8 months ago

raotushar commented 8 months ago

Update the following metrics to use the trading period defined by the user:

  1. CAGR
  2. Calmar
  3. 3Y (ann.) %
  4. 5Y (ann.) %
  5. 10Y (ann.) %
  6. All-time (ann.) %
grzesir commented 8 months ago

thinking to copy this libabry so that we can implement this fix. it doesnt seem like this library is maintained anymore

grzesir commented 8 months ago

Since this library no longer seems to be maintained, we have created a duplicate of it that we plan to maintain and improve over time. If you'd like to use our version check it out here: https://github.com/Lumiwealth/quantstats_lumi

Feel free to fork and send pull requests, we will be actively monitoring this library.