Return Statistics

q.stats computes return-stream statistics with no Plotly dependency; q.plot renders them. See Feature Engineering for feature engineering and price-chart examples, and Data for loading/saving OHLCV data. Trade-log statistics (q.stats.trade_stats, q.stats.trades_to_returns) are shown on the Trade logs page. Multiclass ROC and precision-recall curve tables are demonstrated alongside their Plotly visualizations on the Classification curves page.

Pages:

• Performance & benchmark — headline metrics (CAGR, Sharpe, Max Drawdown, …) and benchmark-relative alpha/beta.
• Rolling & calendar — rolling diagnostics and year-by-month return tables.
• Factor analytics — Fama-French-style multi-factor regression: full-period loadings, rolling betas, and return attribution.
• Chained API — q.stats.returns(...), the bound stats-and-plots helper for notebook exploration.