Thomas Wiecki 6a41faf474 MAINT: Make beta calculation robust to missing values. ...

Risk calculations are robust to nans, except for
beta which calls numpy with the complete list of
algorithm_returns. If nans are present the result
of covar will be nan.

This is fixed by filtering out nans in
algorithm_returns.

2015-01-02 16:00:37 +01:00

..

__init__.py

MAINT: Break period and cumulative risk metrics into submodules.

2013-08-06 17:49:19 -04:00

cumulative.py

MAINT: Make beta calculation robust to missing values.

2015-01-02 16:00:37 +01:00

period.py

MAINT: Replace iterkv with iteritems.

2014-10-22 17:25:37 +02:00

report.py

MAINT: Use Series throughout for daily returns.

2013-10-19 23:06:18 -04:00

risk.py

PERF: Reduce number of times the downside mask is created.

2014-04-16 16:25:02 -04:00