quantlab.portfolio.config.MarketReturnViewConfig#

class quantlab.portfolio.config.MarketReturnViewConfig(*, annual_return=None, store=None, variable=None, confidence=None, std=None)[source]#

Bases: ReturnViewConfig

Config of MarketReturnView: a view on the market portfolio’s return.

ReturnViewConfig’s fields only.

Examples

>>> MarketReturnViewConfig(annual_return=0.06, std=0.04).annual_return
0.06