Volatility

systematica.api.reports.volatility

VolatilityFactorCVReport

VolatilityFactorCVReport(
    data: vectorbtpro.data.base.Data,
    s1: str,
    s2: str,
    model: ~BaseStatArb,
    use_close: bool = True,
    freq: str = 'auto',
)

Breakdown analysis for volatility factor cv model, extending `BaseModelBreakdownCV.

Method generated by attrs for class BaseReportCV.

Ancestors

• systematica.api.base.BaseReportCV
• systematica.api.base.BaseReportMixin
• abc.ABC