API reference#
Every public name in numeraire_graphics. Plot functions return a ggplot; helpers compose onto a
figure or save it. See the Gallery for what each figure looks like.
Plots
Cumulative-return and drawdown curves from per-date strategy-return rows. |
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A rolling statistic of the per-date strategy returns (default rolling Sharpe). |
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A bar chart of a summary |
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A summary |
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The information coefficient plotted against a caller-assembled forecast-horizon axis. |
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A date x asset portfolio-weight matrix as a heatmap, signed long/short about zero. |
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Factor-loading paths over an axis, or a loadings heatmap when no axis is given. |
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A mean-variance efficient frontier, optionally overlaid with named portfolios. |
Themes, scales, and saving
The house theme: a clean, publication-oriented look on a matplotlib base. |
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A colourblind-safe discrete colour scale (Okabe-Ito by default). |
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The |
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Save |
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Trace a risk-return efficient frontier from a mean vector and covariance (numpy only). |