quantlab.portfolio.config.UnscaledZScoreExpectedReturnConfig#

class quantlab.portfolio.config.UnscaledZScoreExpectedReturnConfig[source]#

Bases: FrozenConfig

Config of UnscaledZScoreExpectedReturn: mu = z, the z-score itself; no parameters.

Examples

>>> UnscaledZScoreExpectedReturnConfig()
UnscaledZScoreExpectedReturnConfig()