Factor Modeling, Portfolio Construction, Python, Log Returns, Finance.
factor_model=log_returns, portfolio_weights=rebalanced_weights) # Calculate Sharpe Ratio sharpe_ratio = performance_eval.calculate_sharpe_ratio() print(f"Sharpe Ratio: {sharpe_ratio}") # Calculate Jensen's Alpha jensens_alpha = performance_eval.calculate_jensens_alpha() print(f"Jensen's Alpha: