qis.compute_asset_returns_dict

qis.compute_asset_returns_dict(prices, returns_freqs, drop_first=False, is_first_zero=True, is_log_returns=False)

Compute returns for assets grouped by frequency.

Parameters:

• prices (DataFrame) – Price DataFrame with asset columns

• returns_freqs (str | Series) – Series mapping asset tickers to return frequencies

• drop_first (bool) – Drop first return observation

• is_first_zero (bool) – Set first non-NaN return to zero

• is_log_returns (bool) – Use log returns

Returns:

Dictionary with frequency keys and return DataFrames as values

Return type:

Dict[str, DataFrame]