multi_asset_benchmark#

API documentation for tradeexecutor.analysis.multi_asset_benchmark Python module in Trading Strategy.

Module description#

Calculate portfolio benchmark tables for multiple assets side-by-side.

`compare_multiple_portfolios`(portfolios[, ...])	Compare multiple portfolios.
`compare_strategy_backtest_to_multiple_assets`(...)	Backtest comparison of strategy against buy and hold assets.
`get_benchmark_data`(strategy_universe[, ...])	Get returns series of different benchmark index assets from the universe.