Empyrial
empyrial(my_portfolio, rf=0.0, confidence_value=0.95)my_portfolio: the portfolio you define through Engine.rf: risk-free rateconfidence_value: confidence proportion for the value-at-risk.
Last modified 1yr ago
empyrial(my_portfolio, rf=0.0, confidence_value=0.95)my_portfolio: the portfolio you define through Engine.rf : risk-free rateconfidence_value : confidence proportion for the value-at-risk.