Om
To obtain charts, make sure to add chart=True as the last parameter
portfolio.om(portfolio: openbb_terminal.portfolio.portfolio_model.PortfolioModel, threshold_start: float = 0, threshold_end: float = 1.5) -> pandas.core.frame.DataFrame
Get omega ratio
Parameters
----------
portfolio: Portfolio
Portfolio object with trades loaded
threshold_start: float
annualized target return threshold start of plotted threshold range
threshold_end: float
annualized target return threshold end of plotted threshold range
Returns
-------
pd.DataFrame
portfolio.om(portfolio: openbb_terminal.portfolio.portfolio_model.PortfolioModel, threshold_start: float = 0, threshold_end: float = 1.5, chart=True)
Display omega ratio
Parameters
----------
portfolio: Portfolio
Portfolio object with trades loaded
use_mean:
if one should use the data mean return
distribution: str
choose distribution to use: logistic, laplace, normal
percentile: int
es percentile