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Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

2.2 KiB
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title, description, keywords
title description keywords
omega Learn about the omega series and ratio in the OpenBB quantitative analysis toolkit. The documentation provides information on how to generate the omega series and plot the omega ratio from stock dataframes.
omega series
quantitative analysis
numpy
pandas
dataframe
stock data
threshold range
annualized target return
omega ratio
plotting
chart

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

Get the omega series

Source Code: [link]

openbb.qa.omega(data: pd.DataFrame, threshold_start: float = 0, threshold_end: float = 1.5)

Parameters

Name Type Description Default Optional
data pd.DataFrame stock dataframe None False
threshold_start float annualized target return threshold start of plotted threshold range 0 True
threshold_end float annualized target return threshold end of plotted threshold range 1.5 True

Returns

Type Description
pd.DataFrame omega series

Plots the omega ratio

Source Code: [link]

openbb.qa.omega_chart(data: pd.DataFrame, threshold_start: float = 0, threshold_end: float = 1.5)

Parameters

Name Type Description Default Optional
data pd.DataFrame stock dataframe None False
threshold_start float annualized target return threshold start of plotted threshold range 0 True
threshold_end float annualized target return threshold end of plotted threshold range 1.5 True

Returns

This function does not return anything