numeraire.MeanReturnEvaluator#

class numeraire.MeanReturnEvaluator(periods_per_year: int = 12)[source]#

Bases: object

Annualized mean of the realized strategy returns.

__init__(periods_per_year: int = 12) None[source]#

Methods

__init__([periods_per_year])

evaluate(oos_output)

Attributes

requires