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Here is my scenario.
I have returns, which is measured by quarter.
Then I wanna to calculate the up and down capture ratios using empyrical.
However, I find the capture function in stats.py does not support annualization.
Thus, I cannot make the calculation.
Simply Adding the annualization param will be fine since the annual function support the annualization param.
The text was updated successfully, but these errors were encountered:
Here is my scenario.
I have returns, which is measured by quarter.
Then I wanna to calculate the up and down capture ratios using empyrical.
However, I find the capture function in stats.py does not support annualization.
Thus, I cannot make the calculation.
Simply Adding the annualization param will be fine since the annual function support the annualization param.
The text was updated successfully, but these errors were encountered: