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How to set risk-free rate ( rf ) when calling df_prices.calc_stats() ?

Open ahotrod opened this issue 5 years ago • 1 comments

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.

ahotrod avatar Apr 11 '19 03:04 ahotrod