wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-29 11:18:20 +08:00
Code Issues Packages Projects Releases Wiki Activity
1,642 Commits 16 Branches 39 Tags
16e75a31d48c19d1fa8d5a04674d4eda23d0be21
Commit Graph
4 Commits
This Branch
This Branch
All Branches
Author SHA1 Message Date
Ryan DayandEddie Hebert 4170c05fb6 ENH: Update msgpack files if new data is available. 2013-03-04 21:54:05 -05:00
Ryan DayandEddie Hebert 4d56f57468 Add the information ratio to risk metrics. 
Calculates relative to the benchmark returns.
 2013-01-31 18:25:36 -05:00
Ryan Day bb16eda1fa Force float value, and compare result against boundary 2013-01-28 14:08:44 -05:00
Ryan Day 64ffa055c9 Add the Sortino ratio for downside risk 2013-01-28 08:55:14 -05:00