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README.md Refresh#522

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FurretGoWalcc wants to merge 2 commits into
ranaroussi:mainfrom
FurretGoWalcc:main
Open

README.md Refresh#522
FurretGoWalcc wants to merge 2 commits into
ranaroussi:mainfrom
FurretGoWalcc:main

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@FurretGoWalcc

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This PR addresses several areas where the current README.md could be improved, which would help new users to the library gain understanding.

  1. The returns object was not strongly documented in Quick Start. Being the single major input to the library, it should be. Please review the noted assumptions and please revise if the true assumptions differ from my interpretation. This change addresses several mentions to the "365 vs 252" calculation for annualization used by functions cagr based on 365 days? #225 Modified sharpe ratio 252 to 365 assumption #504 changed CAGR default preiods to 365 from 252 #302 CAGR Calculation need to be based on 365 days (period of calendar year) #367.
    Ideally, a global constant such as OBSERVATIONS_PER_YEARS or other should likely be added to give users the freedom to adjust QuantStat's functionality between calendar_year, weekly, market_days, other other abstract observation calendars, but for now, properly documenting the current assumptions will go a long way in reducing confusion on this point.
  2. Added a table of contents for quick navigation to separate documents
  • Moved Monte Carlo to a dedicated link here, since, while cool, it likely should not be the first thing a new user sees when viewing the README.md
  • Moved api reference to a separate document linked here. Added API reference for the reports module. Added/moved several additional documentation note in this file containing links to the AI-generated wiki, and notes on the docstrings and python help built-in.
  1. Revised variable naming in quick start example
  2. Shrunk the report images, with links to full-sized versions, to make navigating easier.
  3. Adjusted several heading levels and break-lines to make things prettier.

user added 2 commits June 6, 2026 13:37
2. Moved API ref and doc info to separate linked .md
3. Added quick links section in README.md.
4. Removed "Known issue" section. Will readd as a github issue
5. Removed dedicated Monte carlo section from readme. Instead,
this was given a quick link to it's .md file in docs.
6. Resized reports and images, with links to full-sized variants linked.
aligning with parameter names.
2. Added notes and assumptions on "returns" object
for users who provide their own returns object.
@FurretGoWalcc

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If this is accepted, it is recommended to readd the "Known Issue" as a github issue:

For some reason, I couldn't find a way to tell seaborn not to return the monthly returns heatmap when instructed to save - so even if you save the plot (by passing savefig={...}) it will still show the plot.

Maybe some folks can fix it in a subsequent PR.

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