Hi all, this is the second part to the “Trading Strategy Analysis using Python and the FFN Package” post (the first part can be found here).
Last time we went over the use of the “PerformanceStats” object in ffn, whereas this time I want to concentrate on the “GroupStats” object. The former is for use with single series of data, whereas the latter can accept a full DataFrame with multiple columns representing multiple price/equity series simultaneously.