Releases: ranaroussi/quantstats
Releases · ranaroussi/quantstats
0.0.53
- Added information ratio to reports
0.0.52
Added Treynor ratio
0.0.51
- 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
0.0.50
Fixed a bug when reporting the max drawdown
0.0.49
- Fixed an issue with saving the HTML report as a file
0.0.48
Added PiP uploader