computerise / computerise/stonks

Implement Arbitrage Pricing Theory (ABT)

Open
#23 0 comments 0 reactions 0 assignees View on GitHub
component:processing:model enhancement good first issue
Dominant language
Python
Stars
2
Forks
0
PR merge metrics
No merged PRs in 30d

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).

Contributor guide

No contributing guide indexed for this repository

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.