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https://github.com/wassname/catalyst.git
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Eddie Hebert
11f9178fd3
Correct the annualization factor from being 1/sqrt(252), since the annualization was applied to the volatility, by including 252 in the Sharpe's numerator.
62 lines
2.1 KiB
Plaintext
62 lines
2.1 KiB
Plaintext
{
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"metadata": {
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"name": "AnswerKeyAnnotations"
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},
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"nbformat": 3,
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"nbformat_minor": 0,
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"worksheets": [
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{
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"cells": [
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{
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"cell_type": "code",
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"collapsed": true,
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"input": [
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"#\n",
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"# Copyright 2013 Quantopian, Inc.\n",
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"#\n",
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"# Licensed under the Apache License, Version 2.0 (the \"License\");\n",
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"# you may not use this file except in compliance with the License.\n",
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"# You may obtain a copy of the License at\n",
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"#\n",
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"# http://www.apache.org/licenses/LICENSE-2.0\n",
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"#\n",
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"# Unless required by applicable law or agreed to in writing, software\n",
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"# distributed under the License is distributed on an \"AS IS\" BASIS,\n",
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"# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n",
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"# See the License for the specific language governing permissions and\n",
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"# limitations under the License.\n",
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"\n",
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"from annotation_utils import Markdown\n",
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"import answer_key"
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],
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"language": "python",
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"outputs": [],
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"prompt_number": 1
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},
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{
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"cell_type": "code",
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"collapsed": false,
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"input": [
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"Markdown(\"\"\"\n",
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"Download link for latest answer key: [{latest_answer_key_url}]({latest_answer_key_url})\n",
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"\"\"\".format(latest_answer_key_url=answer_key.LATEST_ANSWER_KEY_URL))"
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],
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"language": "python",
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"outputs": [
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{
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"html": [
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"<p>Download link for latest answer key: <a href=\"https://s3.amazonaws.com/zipline-test-data/risk/cc507b6fca18aabadac69657181edd4e/risk-answer-key.xlsx\">https://s3.amazonaws.com/zipline-test-data/risk/5b48e6a70181d73ecb7f07df5a3092e2/risk-answer-key.xlsx</a></p>"
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],
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"output_type": "pyout",
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"prompt_number": 2,
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"text": [
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"'\\nDownload link for latest answer key: [https://s3.amazonaws.com/zipline-test-data/risk/cc507b6fca18aabadac69657181edd4e/risk-answer-key.xlsx](https://s3.amazonaws.com/zipline-test-data/risk/5b48e6a70181d73ecb7f07df5a3092e2/risk-answer-key.xlsx)\\n'"
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]
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}
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],
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"prompt_number": 2
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}
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]
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}
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]
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} |