Eddie Hebert 37c56b9aa4 MAINT: Use Series throughout for daily returns. ...

Remove the lists of DailyReturn objects in favor of using pd.Series
to store the return values.

Should make it easier to inspect the values when stepping through,
make the windowing of data to a certain range more facile by using,
and have some performance increases due to removing object creation
and member access.

2013-10-19 23:06:18 -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 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

MAINT: Use Series throughout for daily returns.

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

upload_answer_key.py

TST: Update answer key checksums on upload.

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