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Commits on Oct 14, 2020

• MAINT: six was missing from requirements

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Commits on Oct 13, 2020

• DOC: Updated links to https

  richafrank

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• DOC: Updated pypi badge to link to pypi

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• multi-dimensional indexing is deprecated in pandas. (quantopian#130)

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  richafrank

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  Calvin DeBoer

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Commits on Oct 10, 2020

• Update empyrical/stats.py

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  cgdeboer

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  richafrank

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• Update empyrical/stats.py

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  cgdeboer

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  richafrank

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Commits on Oct 7, 2020

• multi-dimensional indexing is deprecated in pandas.

  

  Calvin DeBoer

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Commits on Jun 9, 2020

• Fix for pandas 1.0 (quantopian#124)

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  atkinson

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Commits on Sep 30, 2019

• ENH Add beta fragility and gpd risk estimates (quantopian#118)

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  jeyoor

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Commits on Aug 25, 2019

• BUG: fix annualization of alpha (quantopian#60)

  

  Vikram Narayan

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  twiecki

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Commits on Aug 23, 2019

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

  

  cgdeboer

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Commits on Aug 15, 2019

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

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  twiecki

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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 (quantopian#109)

  gusgordon

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Commits on Jun 15, 2018

• Merge pull request quantopian#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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Commits on Jun 14, 2018

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

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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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Commits on May 2, 2018

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

  

  Joe Jevnik

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• BUG: preserve index in _aligned_series

  

  Joe Jevnik

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Commits on Apr 25, 2018

• TST Add test for inf Sharpe (quantopian#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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• fix: Correct get_symbol_returns_from_yahoo

  

  jaycode

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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 quantopian#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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• TEST: Tests for pandas index preservation.

  

  Scott Sanderson

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• BUG: Preserve output index in cum_returns.

  

  Scott Sanderson

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Commits on Feb 23, 2018

• BUG: truncate windows

  

  Joe Jevnik

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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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Commits on Feb 4, 2018

• Docstring cleanup for cum_returns (quantopian#82)

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  rsheftel

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Commits on Feb 2, 2018

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

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  Vikram Narayan

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