Eddie Hebert dcae6af67b ENH: Annualize information ratio. ...

Use annualized values for information, so that it is calculated
using the same units as sharpe, etc.

2013-10-11 00:27:03 -04:00

..

__init__.py

MAINT: Break period and cumulative risk metrics into submodules.

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

cumulative.py

ENH: Annualize information ratio.

2013-10-11 00:27:03 -04:00

period.py

ENH: Improve headline Sharpe risk calculations.

2013-10-10 18:37:53 -04:00

report.py

MAINT: Remove unused created member from risk report.

2013-09-16 20:59:22 -04:00

risk.py

ENH: Improve headline Sharpe risk calculations.

2013-10-10 18:37:53 -04:00