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Author SHA1 Message Date
Ryan Day 4170c05fb6 ENH: Update msgpack files if new data is available. 2013-03-04 21:54:05 -05:00
Ryan Day 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