Eddie Hebert ace2b5c9e9 PERF: Improve risk metrics update speed. ...

Remove the DataFrame of headline risk metrics, in favor of a numpy array
for each metric, like the underlying vectors.

2015-07-15 15:36:35 -04:00

..

__init__.py

TST: Read benchmark returns directly from answer key spreadsheet.

2013-07-18 14:31:08 -04:00

annotation_utils.py

TST: Begin annotation notebook for risk answer key.

2013-08-14 12:36:47 -04:00

answer_key.py

BUG: Fix numerous cumulative and period risk calculations.

2014-04-14 16:44:28 -04:00

AnswerKeyAnnotations.ipynb

DOC: Add annotations file for answer key.

2013-08-15 15:09:46 -04:00

AnswerKeyLink.ipynb

DOC: Update link to latest risk answer key.

2014-04-15 16:17:39 -04:00

risk-answer-key-checksums

BUG: Fix numerous cumulative and period risk calculations.

2014-04-14 16:44:28 -04:00

test_risk_cumulative.py

PERF: Improve risk metrics update speed.

2015-07-15 15:36:35 -04:00

test_risk_period.py

PERF: Reduce time spent indexing in risk cumulative update.

2015-07-01 10:52:02 -04:00

upload_answer_key.py

TST: Update answer key checksums on upload.

2013-08-14 11:30:15 -04:00