qis.compute_info_ratio_table¶

qis.compute_info_ratio_table(return_diffs_dict)[source]¶

Compute TE and IR tables across multiple asset-class return-diff DataFrames.

Parameters:: return_diffs_dict (Dict[str, DataFrame]) – Mapping of asset class label → return-diffs DataFrame.
Returns:: Tuple of (te_table, ir_table) DataFrames, columns = asset classes, rows = strategies.
Return type:: Tuple[DataFrame, DataFrame]