John Ricklefs 9ac180d4bb BUG: Ensure compounded_log_returns set on first dt.

2013-10-11 13:06:11 -04:00

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__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

TST: Add annualized alpha and beta to answer key.

2013-10-11 00:27:03 -04:00

AnswerKeyAnnotations.ipynb

DOC: Add annotations file for answer key.

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

AnswerKeyLink.ipynb

TST: Correct annualization of Sharpe in answer key.

2013-08-16 14:26:59 -04:00

risk-answer-key-checksums

ENH: Annualize sortino ratio.

2013-10-11 00:27:03 -04:00

test_minute_risk.py

TST: Move minute frequency risk test into risk test module.

2013-09-25 15:09:20 -04:00

test_risk_cumulative.py

BUG: Ensure compounded_log_returns set on first dt.

2013-10-11 13:06:11 -04:00

test_risk_period.py

TST: Improve answer key interface.

2013-08-14 22:41:52 -04:00

upload_answer_key.py

TST: Update answer key checksums on upload.

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