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fix year labels for long yearly return charts Tests #53: Pull request #563 opened by Geochelone666
Action required Geochelone666:fix-eoy-xticks-518
Geochelone666:fix-eoy-xticks-518
Action required
annualize information_ratio, add compounded flag Tests #52: Pull request #562 opened by Geochelone666
Action required Geochelone666:information-ratio-annualized-514
Geochelone666:information-ratio-annualized-514
Action required
github_actions in /. - Update #1602881219 Dependabot Updates #663: by dependabot Bot
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pip in /. - Update #1602880296 Dependabot Updates #662: by dependabot Bot
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github_actions in /. - Update #1600237520 Dependabot Updates #661: by dependabot Bot
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pip in /. - Update #1600236701 Dependabot Updates #660: by dependabot Bot
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github_actions in /. - Update #1598044728 Dependabot Updates #659: by dependabot Bot
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pip in /. - Update #1598044065 Dependabot Updates #658: by dependabot Bot
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fix: preserve gaps in multi-strategy reports Tests #51: Pull request #561 opened by JohnDReynolds
Action required JohnDReynolds:fix/pr-2/isolate-multistrategy-report-gaps
JohnDReynolds:fix/pr-2/isolate-multistrategy-report-gaps
Action required
feat: deflated Sharpe ratio and minimum track record length Tests #50: Pull request #560 opened by WatchTree-19
Action required WatchTree-19:feat/deflated-sharpe
WatchTree-19:feat/deflated-sharpe
Action required
test: pin estimators to reference values Tests #49: Pull request #559 opened by WatchTree-19
Action required WatchTree-19:test/reference-values
WatchTree-19:test/reference-values
Action required
fix: ulcer_index divides by n, not n - 1 Tests #48: Pull request #558 opened by WatchTree-19
Action required WatchTree-19:fix/ulcer-index-mean
WatchTree-19:fix/ulcer-index-mean
Action required
fix: prevent benchmark alignment look-ahead Tests #47: Pull request #557 opened by JohnDReynolds
Action required JohnDReynolds:fix/pr-1/prevent-benchmark-lookahead
JohnDReynolds:fix/pr-1/prevent-benchmark-lookahead
Action required
github_actions in /. - Update #1595485983 Dependabot Updates #657: by dependabot Bot
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pip in /. - Update #1595485835 Dependabot Updates #656: by dependabot Bot
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v0.0.86 Upload Python Package #44: Release v0.0.86 created by ranaroussi
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fix: cross-column contamination, rolling alpha, rf cache key (#554, #… Tests #46: Commit 9ef4c6d pushed by ranaroussi
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fix(utils): hash a time-varying rf in the prepare_returns cache key Tests #45: Pull request #555 opened by WatchTree-19
21h 46m 16s WatchTree-19:fix/cache-key-rf-series
WatchTree-19:fix/cache-key-rf-series
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fix(stats): use each window's means for rolling_greeks alpha Tests #44: Pull request #554 opened by WatchTree-19
21h 46m 21s WatchTree-19:fix/rolling-greeks-alpha
WatchTree-19:fix/rolling-greeks-alpha
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v0.0.85 Upload Python Package #43: Release v0.0.85 created by ranaroussi
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fix: de-annualize the risk-free rate in rar() (#552) Tests #43: Commit a2448a2 pushed by ranaroussi
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v0.0.84 Upload Python Package #42: Release v0.0.84 created by ranaroussi
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fix: benchmark stats on gapped series, revert Kelly to fixed-odds (#5… Tests #42: Commit 01323c1 pushed by ranaroussi
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v0.0.83 - Statistical corrections Upload Python Package #41: Release v0.0.83 created by ranaroussi
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fix(stats): greeks, r_squared and treynor_ratio break on any gap Tests #41: Pull request #553 opened by WatchTree-19
5h 41m 4s WatchTree-19:fix/benchmark-metrics-skip-gaps
WatchTree-19:fix/benchmark-metrics-skip-gaps
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