Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

BUG Fix Sharpe ratio calculation. #219

Merged
merged 1 commit into from
Nov 24, 2015
Merged

BUG Fix Sharpe ratio calculation. #219

merged 1 commit into from
Nov 24, 2015

Conversation

twiecki
Copy link
Contributor

@twiecki twiecki commented Nov 24, 2015

Fixes #213

@twiecki twiecki added the bug label Nov 24, 2015
@twiecki twiecki added this to the 0.4 release milestone Nov 24, 2015
@twiecki
Copy link
Contributor Author

twiecki commented Nov 24, 2015

This does not yet include the risk-free but allows for adding it later.

@justinlent
Copy link
Contributor

+1
it looks GTG

twiecki added a commit that referenced this pull request Nov 24, 2015
BUG Fix Sharpe ratio calculation.
@twiecki twiecki merged commit 59c71de into master Nov 24, 2015
@twiecki twiecki deleted the fix_sharpe branch November 24, 2015 21:40
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants