computerise / computerise/stonks
Implement Arbitrage Pricing Theory (ABT)
- Dominant language
- Python
- Stars
- 2
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- 0
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Description
Add an `arbitrage_pricing_theory` function to `stonks/processing/models.py`. For formula details, see [here](https://www.investopedia.com/terms/a/apt.asp).
- The function takes only the relevant formula parameters as arguments.
- The function returns the Expected Return on the Asset.
- All percentages are represented as decimals (ie. 9% is represented 0.09)
- Arguments and return shall be type hinted (will be `float` in most cases. See other functions in `stonks/processing/models.py` for type hinting examples).
- Exactly one unit test shall be written for this function called `test_arbitrage_pricing_theory` in `test/processing/test_models.py`.
- The unit test shall use the inputs and result provided in this [example](https://www.investopedia.com/terms/a/apt.asp#mntl-sc-block_1-0-24).
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