glformanek

qs.utils.make_index(symbols, rebalance='1Y')

1

I have run the code below and it doesn't seem to create good stats on the tearsheet. I have compared it to some R code which rebalances annually and it...

CAGR % Calculation in reports.html

7

The call to calculate the CAGR should allow you to use the periods_per_year in the calculation or use a different way to compute it. The CAGR formula is: CAGR =...

CAGR Doesn't Match Closely with Portfolio Visualizer

2

I've been try to get the utils.make_index function to work in Quantstats. First, I cannot get the rebalance parameter to work. Leaving the default value gives an error, so I...