Common financial risk and performance metrics. Used by zipline and pyfolio.
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multi-dimensional indexing is deprecated in pandas. (#130)
2a452abView on GitHubENH Add beta fragility and gpd risk estimates (#118)
b561c5fView on GitHubAdd tilt and timing performance attribution. Also respect time range (#111)
a9e6a71View on GitHubadded quarterly return aggregation, removed unused code.
ad10570View on GitHub