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Risk tear sheet #391
Several other comments:
Some more general thoughts:
Thoughts @georgh0021, @gusgordon?
As of right now we have three issues that need addressing:
1 and 3a have straightforward solutions: those will be my tasks over the next few days.
Wrt 2, I agree we need to stay consistent, but I think it makes more sense to do away with
Wrt 3b, the spirit of long data goes way beyond the risk tear sheet: another long term PR would be to refactor all pyfolio code (i.e. from the returns tear sheet up) so that it's long data in, long data out. This will probably have to wait a while.