Comparing managers
Empirical comparison
Using manager_stats_leaderboard:
xs = # ... one column per variable
mrgs = # ... list of managers
j = 1 # How often to rebalance
q = 1.0 # How far to move towards target when rebalancing
lb = manager_stats_leaderboard(mgrs=mrgs, xs=xs, verbose=True, field='info', j=j, q=q)
See metals_schur_manager_comparison
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