okama.EfficientFrontier.mean_return_range
- property EfficientFrontier.mean_return_range
Calculate the range of mean monthly returns (from min to max).
Number of values in the range is defined by ‘n_points’.
- Returns:
- numpy.ndarray
Monthly rate of return values from min to max.
Examples
>>> ef = ok.EfficientFrontier(['SPY.US', 'AGG.US', 'GLD.US'], last_date='2021-07') >>> ef.mean_return_range array([0.0033745 , 0.00367816, 0.00398182, 0.00428547, 0.00458913, 0.00489279, 0.00519645, 0.00550011, 0.00580376, 0.00610742, 0.00641108, 0.00671474, 0.00701839, 0.00732205, 0.00762571, 0.00792937, 0.00823303, 0.00853668, 0.00884034, 0.009144 ])