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?