qis.plot_ra_perf_scatter

qis.plot_ra_perf_scatter(prices, benchmark=None, benchmark_price=None, perf_params=None, regime_classifier=<qis.perfstats.regime_classifier.BenchmarkReturnsQuantilesRegime object>, x_var=PerfStat.Max DD, y_var=PerfStat.P.a. return, x_var_multiplicative_adjustment=None, y_var_multiplicative_adjustment=None, hue_data=None, yvar_format=None, x_filters=None, order=1, full_sample_order=1, add_universe_model_label=True, ci=95, drop_benchmark=False, ax=None, **kwargs)

scatter plot of performance stats

Parameters:

• prices (DataFrame)

• benchmark (str)

• benchmark_price (Series)

• perf_params (PerfParams)

• regime_classifier (BenchmarkReturnsQuantilesRegime)

• x_var (PerfStat)

• y_var (PerfStat)

• x_var_multiplicative_adjustment (Series)

• y_var_multiplicative_adjustment (Series)

• hue_data (Series)

• yvar_format (str)

• x_filters (Tuple[float | None, float | None])

• order (int)

• full_sample_order (int)

• add_universe_model_label (bool)

• ci (int | None)

• drop_benchmark (bool)

• ax (Axes)

Return type:

Figure