Eddie Hebert 11f9178fd3 TST: Correct annualization of Sharpe in answer key. ...

Correct the annualization factor from being 1/sqrt(252), since
the annualization was applied to the volatility, by including
252 in the Sharpe's numerator.

2013-08-16 14:26:59 -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

TST: Add answer key indexes for cumulative risk metrics.

2013-08-15 15:09:44 -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

TST: Correct annualization of Sharpe in answer key.

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

test_risk_cumulative.py

TST: Reduce cumulative risk test to stub.

2013-08-14 22:35:57 -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