Files
catalyst/tests/risk/risk-answer-key-checksums
T
Eddie Hebert bb8a734ae2 TST: Improve cumulative risk metrics sheet in answer key.
Update answer key for cumulative risk:
- Annualization of Sharpe
- Use 10 year period
- Use of daily returns vectors instead of compounded return scalar.

No tests or risk module code are currently reading off of this sheet,
but developing it ahead of work in risk module so that the sheet can
be examined and vetted.
2013-08-14 11:34:48 -04:00

8 lines
231 B
Plaintext

3ac0773c4be4e9e5bacd9c6fa0e03e15
3a5fae958c8bac684f1773fa8dff7810
19d580890e211a122e9e746f07c80cbc
70cfe3677a0ff401c801b8628e125d8f
99b3855ef1b8963163c3cb8f7e05cb70
97dfb557c3501179504926e4079e6446
cc507b6fca18aabadac69657181edd4e