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Formula: `sqrt( sum([min(self - thresh, 0] **2 ) / (n - ddof) )`
Also known as: downside deviation.
so in the function --> line 867 of file returns.py:
ss = ((nansum(np.minimum(self - threshold, 0.) ** 2 )/ n) ** 0.5)
instead of:
ss = (nansum(np.minimum(self - threshold, 0.) ** 2) ** 0.5) / n
The text was updated successfully, but these errors were encountered:
As you correctly said in comments formula is
so in the function --> line 867 of file returns.py:
ss = ((nansum(np.minimum(self - threshold, 0.) ** 2 )/ n) ** 0.5)
instead of:
ss = (nansum(np.minimum(self - threshold, 0.) ** 2) ** 0.5) / n
The text was updated successfully, but these errors were encountered: