ffn
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How to set risk-free rate ( rf ) when calling df_prices.calc_stats() ?
The output of
df_prices.calc_stats()
reports a rf = 0. I'd like to have
df_prices.calc_stats()
include a rf in the calculations. I don't see how to set rf. I've also tried:
ffn.GroupStats(*[df_prices[x] for x in df_prices.columns]).set_riskfree_rate(rf = 1.5)
without success.