val-pan
Running basic example: from finquant.portfolio import build_portfolio names = ['GOOG', 'AMZN', 'MCD', 'DIS'] pf = build_portfolio(names=names, data_api="yfinance") pf.properties() Produces NaNs for all stocks except for the first in the list: ---------------------------------------------------------------------- Stocks: AMZN, DIS, GOOG, MCD Time window/frequency: 252 Risk free rate: 0.005 Portfolio Expected Return: 0.075 Portfolio Volatility: nan Portfolio Downside Risk: nan Portfolio Value at Risk: nan Confidence level of Value at Risk: 95.00 % Portfolio Sharpe Ratio: nan Portfolio Sortino Ratio: nan Skewness: AMZN DIS GOOG MCD 0 0.987787 NaN NaN NaN Kurtosis: AMZN DIS GOOG MCD 0 -0.463871 NaN NaN NaN Information: Allocation Name 0 0.25 AMZN 1 0.25 DIS 2 0.25 GOOG 3 0.25 MCD ---------------------------------------------------------------------- I tried pf = build_portfolio(data=data), where I feed my own data, but the same behaviour is observed. Similarlly pf.returns.daily_returns() gives NaNs for all but the first column finquant.returns.daily_returns(data) produces correct returns