annualized_data.ipynb

annualized_data.ipynb

{
  "nbformat": 4,
  "nbformat_minor": 0,
  "metadata": {
    "colab": {
      "provenance": [],
      "authorship_tag": "ABX9TyNON9ToWVPb/WEA23fikKHA",
      "include_colab_link": true
    },
    "kernelspec": {
      "name": "python3",
      "display_name": "Python 3"
    },
    "language_info": {
      "name": "python"
    }
  },
  "cells": [
    {
      "cell_type": "markdown",
      "metadata": {
        "id": "view-in-github",
        "colab_type": "text"
      },
      "source": [
        "<a href=\"https://colab.research.google.com/gist/EvanMarie/1bbc97c835b1f474cf7328fcf9dfc39a/annualized_data.ipynb\" target=\"_parent\"><img src=\"https://colab.research.google.com/assets/colab-badge.svg\" alt=\"Open In Colab\"/></a>"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {
        "id": "3Pbhahof_7st"
      },
      "outputs": [],
      "source": [
        "def annualized_data(returns, title = None):\n",
        "    annualized = returns.agg(['mean', 'std']).T\n",
        "    annualized['return'] = annualized[\"mean\"] * 250\n",
        "    annualized['risk'] = annualized['std'] * np.sqrt(250)\n",
        "    annualized.drop(columns = ['mean', 'std'], inplace = True)\n",
        "    if title != None:\n",
        "        highlight(f\"💰 Annualized Return and Risk: {title}\", \n",
        "                          \"lime\", \"black\",fontsize=3)\n",
        "    else:\n",
        "        highlight(f\"💰 Annualized Return and Risk\", \n",
        "                          \"lime\", \"black\",fontsize=3)\n",
        "    display(annualized)\n",
        "    return annualized"
      ]
    }
  ]
}