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empyrical.stats.value_at_risk output is NaN #129

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Mo-Iravani opened this issue Aug 11, 2020 · 0 comments
Open

empyrical.stats.value_at_risk output is NaN #129

Mo-Iravani opened this issue Aug 11, 2020 · 0 comments

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@Mo-Iravani
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empyrical.stats.value_at_risk output is NaN. I cannot figure out what the problem is as all the other empyrical.stats functions work perfectly with the same data serie.
Also, where I can access the source codes of the stats. This was provided in the earlier version of empyrical.
Thanks,
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@Mo-Iravani