Load Sample Simulation Data Cube

perfana.datasets.base.load_cube(*, download=False)

Loads a sample Monte Carlo simulation of 9 asset classes.

The dimension of the cube is 80 * 1000 * 9. The first axis represents the time, the second represents the number of trials (simulations) and the third represents each asset class.

Parameters

download (bool) – If True, forces the data to be downloaded again from the repository. Otherwise, loads the data from the stash folder

Returns

A data cube of simulated returns

Return type

ndarray