bayesline.api.equity.FactorModelApi.fret

abstract FactorModelApi.fret(*, freq: str | None = None, cumulative: bool = False, start: str | date | datetime | None = None, end: str | date | datetime | None = None) → DataFrame

Parameters

freq: str, optional

The frequency of the return aggregation, e.g. D for daily. Defaults to daily (i.e. unaggregated)

cumulative: bool, optional

If True, returns the cumulative returns.

start: DateLike, optional end: DateLike, optional

Returns

pl.DataFrame

The factor returns for the given date range.