Portfolio
q.portfolio is qrt’s planned portfolio analysis module: attribution, exposure, turnover, and risk decomposition. It is scaffolded but empty — new concerns land as submodules following the same convention as q.feature/q.data.
Some building blocks already live elsewhere in the meantime:
q.stats.trades_to_positions— a per-bar position/exposure series derived from a trade log (see Data schemas for the format).q.stats.trade_stats— includes an Exposure row (fraction of days with an open trade) per strategy or group.
Follow progress on the Roadmap.
Back to top