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Fixed EOY compounded return calculation

faba38e
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  • Run fillna(0) on plot's beta (issue #193)
ea78084
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Fixed sigma calculation in stats.probabilistic_ratio()

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Added option to explicitly provide the benchmark title in html reports via benchmark_title=...

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Fix for benchmark name in html report when supplied by the user

546db90
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Fixed dependency name in requirements.txt

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  • Added information ratio to reports
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Added Treynor ratio

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  • Added max consecutive wins/losses to full report
  • Added “correlation to benchmark” to report
  • Cleanup inf/nan from reports
  • Added benchmark name to stats column and html report
  • Added probabilistic sharpe/sortino ratios
  • Fix relative dates calculations
0a51fe0
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Fixed a bug when reporting the max drawdown