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Commits on Aug 25, 2019

• BUG: fix annualization of alpha (#60)

  

  Vikram Narayan

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  twiecki

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  4cb0508

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Commits on Aug 23, 2019

• unrequire bottleneck, adjust README, etc. (#115)

  

  cgdeboer

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  twiecki

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Commits on Aug 15, 2019

• Add tilt and timing performance attribution. Also respect time range (#111)

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  twiecki

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  a9e6a71

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Commits on Aug 9, 2019

• added quarterly return aggregation, removed unused code.

  

  Calvin DeBoer

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  twiecki

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Commits on May 29, 2019

• DOC Note daily frequency of risk-free rate (#109)

  gusgordon

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Commits on Jun 15, 2018

• Merge pull request #102 from quantopian/license

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  Vikram Narayan

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• MAINT: add year/name to license

  

  vikram-narayan

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  85e1b0f

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Commits on Jun 14, 2018

• DEP: Deprecate all data reading functionality via pandas-datareader (#97)

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  eigenfoo

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  twiecki

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Commits on Jun 13, 2018

• ENH: Allow 2D input in cum_returns_final.

  

  Scott Sanderson

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Commits on Jun 11, 2018

• Include LICENSE file in wheels

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  toddrme2178

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  twiecki

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Commits on May 2, 2018

• TST: add test for beta where rhs is a dataframe

  

  Joe Jevnik

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  llllllllll

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• BUG: preserve index in _aligned_series

  

  Joe Jevnik

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  llllllllll

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Commits on Apr 25, 2018

• TST Add test for inf Sharpe (#93)

  gusgordon

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Commits on Mar 25, 2018

• fix: Fix Travis build for the previously committed issue.

  

  jaycode

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  twiecki

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  f827384

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• fix: Correct get_symbol_returns_from_yahoo

  

  jaycode

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  twiecki

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  308ee01

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Commits on Mar 12, 2018

• BUG: Preserve columns in cum_returns.

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  Scott Sanderson

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Commits on Feb 28, 2018

• Merge pull request #85 from quantopian/fix-cum_returns-index

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  Scott Sanderson

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Commits on Feb 27, 2018

• DOC: Fix typo in docs for out parameter.

  

  Scott Sanderson

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• TEST: Version compat for assert_index_equal.

  

  Scott Sanderson

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  6181ab6

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• TEST: Tests for pandas index preservation.

  

  Scott Sanderson

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  0c05989

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• BUG: Preserve output index in `cum_returns`.

  

  Scott Sanderson

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  aa05aa0

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Commits on Feb 23, 2018

• BUG: truncate windows

  

  Joe Jevnik

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  llllllllll

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• ENH: support rolling calculations through vectorization

  

  Joe Jevnik

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Commits on Feb 16, 2018

• Added LICENSE to manifest

  

  Alessio Nava

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  twiecki

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  58bd4a8

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Commits on Feb 4, 2018

• Docstring cleanup for cum_returns (#82)

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  rsheftel

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  twiecki

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Commits on Feb 2, 2018

• Merge pull request #76 from quantopian/add-perf-attrib

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  Vikram Narayan

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• DOC: add summary to perf attrib docstring

  

  vikram-narayan

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• MAINT: add perf attrib to empyrical

  

  vikram-narayan

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• Merge pull request #81 from cgdeboer/cgd.fixtests

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  Scott Sanderson

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• Fix duplicate functions: annual_return and cagr (#78)

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  rsheftel

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  twiecki

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• correct tests, then fix roll funcs.

  

  Calvin DeBoer

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Commits on Feb 1, 2018

• ReadTheDoc setup for auto-generation of documentation (#75)

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  rsheftel

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  twiecki

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Commits on Jan 29, 2018

• Proper change to Sortino ratio to clarify the math (#74)

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  rsheftel

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  twiecki

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Commits on Dec 21, 2017

• Removed ellipsis in Pandas Support (#66)

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  riabaldevia

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  twiecki

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Commits on Nov 27, 2017

• Merge pull request #67 from quantopian/travis-pandas-numpy-wheels

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  richafrank

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