Eddie Hebert acd0aeacf0 PERF: Reduce number of times the downside mask is created. ...

Assign the downside mask, `rets < mar` to a value instead of
calculating the downsides twice.

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

..

__init__.py

MAINT: Break period and cumulative risk metrics into submodules.

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

cumulative.py

PERF: Remove the drop of 'null return' from cumulative returns.

2014-04-16 15:48:13 -04:00

period.py

BUG: Fix change of type of period.sharpe

2014-04-14 18:45:33 -04:00

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