Eddie Hebert 7c01d39858 BUG: Fix beta calculation. ...

Use recent change to benchmark variance in the beta calculation,
instead of referring to the 4th quadrant of the covariance.

Also, read answers from answer key for corroboration of beta values.

2013-07-23 12:07:24 -04:00

..

data

ENH: Add function to download 10 year treasury data to use as a benchmark

2013-07-19 19:37:24 -04:00

examples

BUG: Fix talib sample; parameter for window length is called timeperiod

2013-07-22 10:38:04 -04:00

finance

BUG: Fix beta calculation.

2013-07-23 12:07:24 -04:00

gens

BUG: Revert "Merge ability to specify timing of fills."

2013-07-15 10:47:55 -04:00

sources

MAINT: Use up-to-date field names in test_source

2013-05-05 11:09:59 -04:00

transforms

BUG: Fix duplicated values for multi-stock TALib transform.

2013-07-11 15:44:38 -04:00

utils

ENH: Added early closes to trading environment

2013-07-16 12:02:34 -04:00

__init__.py

MAINT: Change relative library imports to use dot syntax.

2013-07-02 21:31:59 -04:00

algorithm.py

BUG: Revert "Merge ability to specify timing of fills."

2013-07-15 10:47:55 -04:00

errors.py

ENH: Add check to ensure transactions and orders are aligned.

2013-06-20 13:23:01 -04:00

protocol.py

MAINT: Use explicit syntax for relative imports.

2013-07-02 15:54:12 -04:00

test_algorithms.py

TST: Added testing of order timings and price.

2013-07-17 19:56:55 -04:00

version.py

Adds Apache 2.0 license header to source files.

2012-10-08 17:32:41 -04:00