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ENH Add beta fragility and gpd risk estimates #118
Merged
twiecki
merged 15 commits into
quantopian:master
from
jeyoor:add_beta_fragility_and_gpd_risk_estimates
Sep 30, 2019
Merged
ENH Add beta fragility and gpd risk estimates #118
twiecki
merged 15 commits into
quantopian:master
from
jeyoor:add_beta_fragility_and_gpd_risk_estimates
Sep 30, 2019
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python 2 and 3
…y_and_gpd_risk_estimates Conflicts: empyrical/__init__.py empyrical/stats.py empyrical/tests/test_stats.py
- old tests work - new tests still failing
- fixes TypeError: cannot concatenate a non-NDFrame object - also, switch the functions from SIMPLE_STAT_FUNCS to FACTOR_STAT_FUNCS
…y_and_gpd_risk_estimates
Thanks - this looks great! |
In a separate PR, I would be curious to see maybe a quick tutorial as a jupyter NB on how to use and interpret this. |
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Hi folks!
This is a continuation of the previous pull request here
I believe all previous comments have been addressed, but I wasn't quite sure of the proper format for the doc strings.
I just sort of landed here and tried to follow it.
I welcome all feedback on how to improve; thank you!
Jey