Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Seek for help, Modified Dietz method

Hi guys

I am trying to build an investment strategy that invests (for example) $5000 on SPY each month and I am trying to use the modified Dietz method to evaluate the performance.

https://en.wikipedia.org/wiki/Modified_Dietz_method

I have searched on "Documentation" and the forum for anything similar to this evaluation system but was not lucky. Does Quantopian have a build-in function for this purpose?