quantopian / empyrical

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empyrical.stats.value_at_risk output is NaN

#129 opened Aug 11, 2020 by Mo-Iravani

Uncaught Exception: FutureWarning: pandas.util.testing is deprecated. Use the functions in the public API at pandas.testing instead.

#126 opened Jul 19, 2020 by firesurf

Community Contributions

#125 opened Jul 7, 2020 by shaneding

Link to sortino-related pdf no longer works

#120 opened Jan 14, 2020 by jbredeche

Pandas unable to import datareader deprecation error

#110 opened Jun 19, 2019 by xanderdunn

_create_unary_vectorized_roll_function(function) how to use parameters "out : array-like, optional"

#107 opened Mar 22, 2019 by gwsampso

KeyError: 'date'

#106 opened Dec 6, 2018 by veonua

Literature for levy exponent in annual_volatility?

#104 opened Sep 3, 2018 by MaxBenChrist

Just installed Pyfolio, getting error AttributeError: module 'empyrical.utils' has no attribute 'default_returns_func'

#91 opened Apr 10, 2018 by Dan733

Calmar Ratio w/ EMDD

#90 opened Mar 30, 2018 by akaniklaus

Capture ratio support annualization?

#87 opened Mar 20, 2018 by huaiweicheng

Documentation http://quantopian.github.io/empyrical links to is outdated

#72 opened Jan 16, 2018 by appletonwebb

*** SystemError: <class 'str'> returned a result with an error set

#69 opened Dec 20, 2017 by wilsonwang371

'int' object has no attribute 'year'

#68 opened Dec 7, 2017 by ACPK

Remove yahoo finance

#65 opened Nov 16, 2017 by twiecki

Stripping of name will have no effect if cached Fama-French exists

#64 opened Nov 16, 2017 by twiecki

Just installed Pyfolio getting AttributeError: module 'empyrical' has no attribute 'information_ratio'

#52 opened Jun 22, 2017 by dartdog

Investigate replacing all NaNs everywhere

#40 opened Dec 7, 2016 by gusgordon

API for setting default annualization factor

#35 opened Nov 5, 2016 by luoq

Proposal: change period/annualization API

#20 opened Aug 23, 2016 by twiecki

Use Hypothesis for testing

#14 opened Aug 11, 2016 by analicia

Add SQN metric enhancement help wanted

#9 opened Jul 26, 2016 by twiecki

ProTip! Adding no:label will show everything without a label.