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dad34d2ddbd3fdb236d558c33dba071a78a34cd3
catalyst/tests/risk
T
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Eddie Hebert dad34d2ddb TST: Add annualized alpha and beta to answer key.
Add a column that uses annualized mean returns as the inputs into
alpha and beta.
2013-10-11 00:27:03 -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
ENH: Annualize information ratio.
2013-10-11 00:27:03 -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
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