From bb8a734ae288c68247f69840f634d47543cbbaea Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Wed, 14 Aug 2013 11:34:48 -0400 Subject: [PATCH] TST: Improve cumulative risk metrics sheet in answer key. Update answer key for cumulative risk: - Annualization of Sharpe - Use 10 year period - Use of daily returns vectors instead of compounded return scalar. No tests or risk module code are currently reading off of this sheet, but developing it ahead of work in risk module so that the sheet can be examined and vetted. --- tests/risk/risk-answer-key-checksums | 1 + 1 file changed, 1 insertion(+) diff --git a/tests/risk/risk-answer-key-checksums b/tests/risk/risk-answer-key-checksums index 7f92ffa9..f7d939bd 100644 --- a/tests/risk/risk-answer-key-checksums +++ b/tests/risk/risk-answer-key-checksums @@ -4,3 +4,4 @@ 70cfe3677a0ff401c801b8628e125d8f 99b3855ef1b8963163c3cb8f7e05cb70 97dfb557c3501179504926e4079e6446 +cc507b6fca18aabadac69657181edd4e