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18b60bd608
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sortino filters out nan in rolling returns
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2022-09-11 15:12:37 +05:30 |
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b1305ca89d
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Expanded sortino function
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2022-07-24 08:46:12 +05:30 |
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31abaa4052
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changed interval days calculation to math.ceil
This is to avoid distorting round figure years
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2022-06-26 20:40:03 +05:30 |
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a395f7d98d
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defined custom covariance function to make it compatible with <3.10
replace statistics.coariance in statistics file
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2022-06-25 13:20:25 +05:30 |
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33c56d8f6c
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bug fix in sortino
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2022-06-12 21:35:37 +05:30 |
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3ffec7b11b
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handled issues with frequency validation
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2022-06-11 17:56:42 +05:30 |
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6c8800bef2
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Implemented sortino ratio
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2022-06-06 22:10:16 +05:30 |
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e9bb795ecf
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Tests for beta and bug fixes
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2022-06-06 08:33:58 +05:30 |
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0bf1deac48
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renamed module to PyFacts
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2022-06-05 23:06:12 +05:30 |
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