bayesline.api.equity.AsyncFactorCovarianceReportAccessor

class bayesline.api.equity.AsyncFactorCovarianceReportAccessor(accessor: AsyncReportAccessorApi)

Specific accessor for a exposure report.

abstract __init__(accessor: AsyncReportAccessorApi)

Methods

__init__(accessor)
get_correlation()	Get the time-series of factor correlations for the factors.
get_covariance()	Get the time-series of factor covariances for the factors.
with_scenario(scenario_settings)	Return a new accessor with the given scenario settings applied.

Attributes

accessor	The underlying report accessor API.
scenario_types

abstract async get_covariance() → DataFrame

Get the time-series of factor covariances for the factors.

Returns

pl.DataFrame

A dataframe with a date and factor columns and columns for each factor with their respective factor covariances.

abstract async get_correlation() → DataFrame

Get the time-series of factor correlations for the factors.

Returns

pl.DataFrame

A dataframe with a date and factor columns and columns for each factor with their respective factor correlations.