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Compute Sortino ratio (#67) - #108

Merged

PietropaoloFrisoni merged 33 commits into

masterfrom

feature/sortino-ratio

Aug 2, 2023

Merged

Compute Sortino ratio (#67)#108
PietropaoloFrisoni merged 33 commits into
masterfrom
feature/sortino-ratio

Commits on Jul 26, 2023
- Compute Sortino ratio (#67)
  
  aft90
  authored and
  fmilthaler
  committed
  b71933a
- formatting with black
  fmilthaler
  committed
  2090462
- fixing imports with isort
  fmilthaler
  committed
  bcbd442
- Automated formatting changes
  github-actions[bot]
  committed
  41872f2
- testing PR
  PietropaoloFrisoni
  committed
  d01579e
- Automated version changes
  github-actions[bot]
  committed
  551897e
- Updating README files
  github-actions[bot]
  committed
  49e660d
- testing PR
  PietropaoloFrisoni
  committed
  b583bb7
- Merge branch 'master' into feature/sortino-ratio
  PietropaoloFrisoni
  authored
  1db7ebb
- removing space in version
  PietropaoloFrisoni
  committed
  d682a0b
- trying to solve error in downside_risk function to run test
  PietropaoloFrisoni
  committed
  d0c6b52
- Automated formatting changes
  github-actions[bot]
  committed
  a098603
- trying to solve error in downside_risk function to run test
  PietropaoloFrisoni
  committed
  59392cc
- Automated formatting changes
  github-actions[bot]
  committed
  49604f6
Commits on Jul 27, 2023
- solving python error replacing np.isnan
  PietropaoloFrisoni
  committed
  96b7297
- Automated formatting changes
  github-actions[bot]
  committed
  cb5e276
Commits on Jul 28, 2023
- adding descriptions
  PietropaoloFrisoni
  committed
  7bd24f2
- Updating README files
  github-actions[bot]
  committed
  02d4623
- Automated formatting changes
  github-actions[bot]
  committed
  c5f7138
- updating README
  PietropaoloFrisoni
  committed
  4a21feb
- Updating README files
  github-actions[bot]
  committed
  9332ebc
Commits on Jul 30, 2023
- updating README
  PietropaoloFrisoni
  committed
  b3a48f6
- Updating README files
  github-actions[bot]
  committed
  0851e66
- new candidate version
  PietropaoloFrisoni
  committed
  35858e0
- temporarily disable tests (WIP)
  PietropaoloFrisoni
  committed
  ffda69c
- Automated formatting changes
  github-actions[bot]
  committed
  892669d
Commits on Jul 31, 2023
- Sortino ratio implementation
  PietropaoloFrisoni
  committed
  6638b66
- adding sortino ratio tests
  PietropaoloFrisoni
  committed
  d933d65
Commits on Aug 1, 2023
- better format in downside risk function
  PietropaoloFrisoni
  committed
  661462b
Commits on Aug 2, 2023
- adding Sortino Ratio to example-analysis.py
  PietropaoloFrisoni
  committed
  2aafa30
- updating contributors
  PietropaoloFrisoni
  committed
  c8ca3c1
- Partially reverting commit "adding descriptions"
  PietropaoloFrisoni
  committed
  9585e09
- Updating README files
  github-actions[bot]
  committed
  a1254a3

Commits

Commits on Jul 26, 2023

Commits on Jul 27, 2023

Commits on Jul 28, 2023

Commits on Jul 30, 2023

Commits on Jul 31, 2023

Commits on Aug 1, 2023

Commits on Aug 2, 2023