qis.compute_desc_freq_table¶

qis.compute_desc_freq_table(df, freq='YE', agg_func=<function sum>)[source]¶

Aggregate a time series at a given frequency and compute descriptive statistics.

Useful for producing tables of period-aggregate statistics — e.g. yearly returns summaries with mean, stdev, ±1σ quantiles and median.

Parameters:

df (DataFrame) – Time series DataFrame to aggregate.
freq (str) – Pandas resample frequency (default ‘YE’ = year-end).
agg_func (Callable) – Aggregation function applied to each period (default sum).

Returns:

AVG, STD, QUANT_M_1STD (16th percentile), MEDIAN, QUANT_P1_STD (84th percentile).

Return type:

DataFrame indexed by original column with descriptive statistic columns