Hi, When I extract a return series from backtrader using pyfolio analyzer, is it the logarithmic return of simple percentage change. Do I need to provide log returns series to pyfolio?
Appreciate any pointers.
Thanks
Sbair Jana
Hi, When I extract a return series from backtrader using pyfolio analyzer, is it the logarithmic return of simple percentage change. Do I need to provide log returns series to pyfolio?
Appreciate any pointers.
Thanks
Sbair Jana