Generate performance metrics using Pyfolio
Budget: $10 – $30 USD
I have a sample pickled dataframe (see the attached pickled file "df" along with this project) for which you will need to create the simple tear sheet using pyfolio.
The procedure to create the simple tearsheet is simple using pyfolio and can be understood by reading the article : https://towardsdatascience.com/the-easiest-way-to-evaluate-the-performance-of-trading-strategies-in-python-4959fd798bb3
The returns column in the pickled dataframe is 'FINAL_ROC_ZSCORE_RATIO_SPRD_S1_S0_100D'
I tried using the pyfolio package to create the tear sheet but failed to do so. All I need you to do is create a FUNCTIONAL python code which creates the tear sheet using pyfolio.
The procedure to create the simple tearsheet is simple using pyfolio and can be understood by reading the article : https://towardsdatascience.com/the-easiest-way-to-evaluate-the-performance-of-trading-strategies-in-python-4959fd798bb3
The returns column in the pickled dataframe is 'FINAL_ROC_ZSCORE_RATIO_SPRD_S1_S0_100D'
I tried using the pyfolio package to create the tear sheet but failed to do so. All I need you to do is create a FUNCTIONAL python code which creates the tear sheet using pyfolio.