bayesline.api.equity.FactorModelApi.future_asset_returns

abstract FactorModelApi.future_asset_returns(*, start: str | date | datetime | None = None, end: str | date | datetime | None = None, id_type: Literal['bayesid', 'ticker', 'composite_figi', 'cik', 'cusip8', 'cusip9', 'isin', 'sedol6', 'sedol7', 'proxy', 'name'] | None = None) → DataFrame

Obtains the asset returns for this risk model on the next day.

Parameters

start: DateLike, optional

The start date of the data to return, inclusive.

end: DateLike, optional

The end date of the data to return, inclusive.

id_type: IdType, optional

The id type to return asset ids in, e.g. ticker. The given id type must be supported by the linked universe.

Raises

ValueError

If the given id type is not supported or date range is invalid.

Returns

pl.DataFrame

The data for the given date range where the index is the date and the columns are the asset id. The values are the asset returns.