qis.compute_portfolio_ewm_benchmark_betas

qis.compute_portfolio_ewm_benchmark_betas(instrument_prices, weights, benchmark_prices, time_period=None, freq_beta=None, factor_beta_span=63, mean_adj_type=MeanAdjType.EWMA)[source]

Compute portfolio benchmark betas using instrument exposures.

Parameters:
  • instrument_prices (DataFrame) – Individual instrument price data.

  • weights (DataFrame) – Portfolio exposures to instruments.

  • benchmark_prices (DataFrame) – Benchmark price data.

  • time_period (TimePeriod) – Optional time period filter.

  • freq_beta (str) – Frequency for return calculation.

  • factor_beta_span (int) – Span for EWM beta estimation.

  • mean_adj_type (MeanAdjType) – Mean adjustment method.

Returns:

Portfolio benchmark betas over time.

Return type:

DataFrame