MAINT: Update whatsnew for empyrical changes

docs/source/whatsnew/1.0.2.txt

@@ -36,6 +36,10 @@ Enhancements
   produced a True on N or more days in the previous ``window_length``
   days (:issue:`1367`).
 
+- Use external library empyrical for risk calculations. Empyrical unifies risk
+  metric calculations between pyfolio and zipline. Empyrical adds custom
+  annualization options for returns of custom frequencies. (:issue:`855`)
+
 Bug Fixes
 ~~~~~~~~~
 
@@ -44,6 +48,23 @@ Bug Fixes
   simply discarded before averaging, giving the remaining values too much
   weight (:issue:`1309`).
 
+- Remove risk-free rate from sharpe ratio calculation. The ratio is now the
+  average of risk adjusted returns over violatility of adjusted
+  returns. (:issue:`853`)
+
+- Sortino ratio will return calculation instead of np.nan when required returns
+  are equal to zero. The ratio now returns the average of risk adjusted returns
+  over downside risk. Fixed mislabeled API by converting `mar` to
+  `downside_risk`. (:issue:`747`)
+
+- Downside risk now returns the square root of the mean of downside
+  difference squares. (:issue:`747`)
+
+- Information ratio updated to return mean of risk adjusted returns over
+  standard deviation of risk adjusted returns. (:issue:`1322`)
+
+- Alpha and sharpe ratio are now annualized. (:issue:`1322`)
+
 Documentation
 ~~~~~~~~~~~~~
 

etc/requirements.txt

@@ -64,4 +64,4 @@ intervaltree==2.1.0
 cachetools==1.1.5
 
 # For financial risk calculations
-empyrical>=0.1.9
+empyrical==0.1.9