updated inline docs with types

This commit is contained in:
robertmartin8
2019-12-10 18:53:13 +00:00
parent d1044eb494
commit fee1268db5
8 changed files with 98 additions and 35 deletions

View File

@@ -14,7 +14,7 @@ Currently implemented:
- negative mean return
- (regularised) negative Sharpe ratio
- (regularised) volatility
- CVaR (expected shortfall)
- negative CVaR (expected shortfall). Caveat emptor: this is very buggy.
"""
import numpy as np