Commit Graph

16 Commits

Author SHA1 Message Date
robertmartin8
259fe283c9 formatting and typos 2018-06-09 20:58:52 +08:00
robertmartin8
ab54bd60bc whitespace 2018-06-09 12:53:38 +08:00
robertmartin8
347d0b6454 updated docs for EF 2018-06-09 12:53:00 +08:00
robertmartin8
908cd3345f gamma is now instance variable 2018-06-09 11:31:58 +08:00
robertmartin8
442b3c914a risk free rate no longer instance variable 2018-06-09 11:19:56 +08:00
robertmartin8
6a1bab2fba added clean_weights method 2018-06-07 19:49:49 +08:00
robertmartin8
e80ccb0824 projectwide refactor from alpha to gamma 2018-06-07 16:18:26 +08:00
robertmartin8
555a35ef64 minor docstring fix 2018-06-07 16:12:51 +08:00
robertmartin8
be359b5de9 minor edit to portfolio_performance 2018-06-04 12:55:40 +08:00
robertmartin8
9643767fbd documentation v0.1.1 2018-06-04 11:31:39 +08:00
robertmartin8
073234503d documentation v0.1.0 2018-06-04 10:48:48 +08:00
robertmartin8
9be9f7c0dc imporved performance printing 2018-06-03 17:01:56 +08:00
robertmartin8
f0abe71581 tidied imports 2018-06-02 22:09:57 +08:00
robertmartin8
2d1aa7ad00 added type checks 2018-06-02 21:42:46 +08:00
robertmartin8
e21c763671 market neutrality for efficient risk 2018-05-31 22:32:21 +08:00
robertmartin8
ba08915524 first commit 2018-05-29 21:34:59 +08:00