numeraire.core.sorts.SortResult#

class numeraire.core.sorts.SortResult(portfolios: DataFrame, long_short: Series, counts: DataFrame)[source]#

Bases: object

Per-period sorted-portfolio returns plus the long-short spread.

__init__(portfolios: DataFrame, long_short: Series, counts: DataFrame) → None#

Methods

__init__(portfolios, long_short, counts)

Attributes

`portfolios`
`long_short`
`counts`