Eddie Hebert ace2b5c9e9 PERF: Improve risk metrics update speed. ...

Remove the DataFrame of headline risk metrics, in favor of a numpy array
for each metric, like the underlying vectors.

2015-07-15 15:36:35 -04:00

..

__init__.py

MAINT: Break period and cumulative risk metrics into submodules.

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

cumulative.py

PERF: Improve risk metrics update speed.

2015-07-15 15:36:35 -04:00

period.py

PERF: Reduce time spent indexing in risk cumulative update.

2015-07-01 10:52:02 -04:00

report.py

ENH: Add max leverage account guard

2015-04-10 15:19:54 -04:00

risk.py

DOC: Add docstring for risk.py:choose_treasury.

2015-06-12 10:59:43 -04:00