Omega

To obtain charts, make sure to add chart=True as the last parameter

Get underlying data

common.qa.omega(data: pandas.core.frame.DataFrame, threshold_start: float = 0, threshold_end: float = 1.5) -> pandas.core.frame.DataFrame

Get the omega series

Parameters
data: pd.DataFrame
stock dataframe
threshold_start: float
annualized target return threshold start of plotted threshold range
threshold_end: float
annualized target return threshold end of plotted threshold range

Getting charts

common.qa.omega(data: pandas.core.frame.DataFrame, threshold_start: float = 0, threshold_end: float = 1.5, chart=True) -> None

Displays the omega ratio

Parameters
data: pd.DataFrame
stock dataframe
threshold_start: float
annualized target return threshold start of plotted threshold range
threshold_end: float
annualized target return threshold end of plotted threshold range