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catalyst/zipline
Eddie Hebert 84d20fd551 MAINT: Remove unused values during beta calculation.
The eigen_values, condition_number, algorithm_covariance, and
benchmark variance, which were easy to calculate alongside beta,
since they share the same inputs, but were not passed along to performance.

Remove to trim down the number of risk report members as well as
number of calcluations done.

Can add back in if there is an expressed need for eigen_values etc.,
perhaps in an 'opt-in' type configuration.
2013-09-18 15:47:25 -04:00
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2013-08-08 16:46:44 -04:00
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