Portfolio analytics for quants, written in Python
serenity_index
and recovery_factor
to use simple sum instead of compounded sumcompounded
param to all supporting methodsFixed positional arguments passed to cagr()
You can now pass a dataframe with a column for each strategy to get a unified, single report for all
Fixed EOY compounded return calculation
fillna(0)
on plot's beta (issue #193)Fixed sigma calculation in stats.probabilistic_ratio()
Added option to explicitly provide the benchmark title in html reports via benchmark_title=...
Fix for benchmark name in html report when supplied by the user
Fixed dependency name in requirements.txt