diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py index 67ad400e..d244b3eb 100644 --- a/zipline/finance/performance.py +++ b/zipline/finance/performance.py @@ -110,11 +110,11 @@ omitted). | returns | percentage returns for the entire portfolio over the | | | period | +---------------+------------------------------------------------------+ - | cumulative_ | The net capital used (positive is spent) during | - | capital_used | the period | + | cumulative\ | The net capital used (positive is spent) during | + | _capital_used | the period | +---------------+------------------------------------------------------+ - | max_capital_ | The maximum amount of capital deployed during the | - | used | period. | + | max_capital\ | The maximum amount of capital deployed during the | + | _used | period. | +---------------+------------------------------------------------------+ | max_leverage | The maximum leverage used during the period. | +---------------+------------------------------------------------------+ diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py index 9ceb80aa..51fdb865 100644 --- a/zipline/finance/risk.py +++ b/zipline/finance/risk.py @@ -49,6 +49,7 @@ Risk Report | | and self.end_date. | +-----------------+----------------------------------------------------+ + """ import logbook @@ -231,7 +232,8 @@ class RiskMetricsBase(object): """ .. math:: - \beta_a = \frac {\mathrm{Cov}(r_a,r_p)}{\mathrm{Var}(r_p)} + + \\beta_a = \\frac{\mathrm{Cov}(r_a,r_p)}{\mathrm{Var}(r_p)} http://en.wikipedia.org/wiki/Beta_(finance) """