plot_quantile_returns

Defined in fynance.plot

plot_quantile_returns(result, ax=None, **kw)

Plot the cumulative compounded return of each factor quantile.

Each bucket’s per-bar mean forward return (quantile_returns) is compounded into a growth curve, so a monotone fan (bottom bucket lowest, top bucket highest) is the signature of a working factor. Returns the Axes.

Parameters:

resultfynance.metrics.factor.QuantileResult

Output of fynance.metrics.quantile_returns.

axmatplotlib.axes.Axes, optional

Axis to draw on; a new one is created when omitted.

**kw

Forwarded to matplotlib.axes.Axes.plot.

Returns:

matplotlib.axes.Axes