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v0.0.86 Upload Python Package #44: Release v0.0.86 created by ranaroussi
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fix: cross-column contamination, rolling alpha, rf cache key (#554, #… Tests #46: Commit 9ef4c6d pushed by ranaroussi
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fix(utils): hash a time-varying rf in the prepare_returns cache key Tests #45: Pull request #555 opened by WatchTree-19
21h 46m 16s WatchTree-19:fix/cache-key-rf-series
WatchTree-19:fix/cache-key-rf-series
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fix(stats): use each window's means for rolling_greeks alpha Tests #44: Pull request #554 opened by WatchTree-19
21h 46m 21s WatchTree-19:fix/rolling-greeks-alpha
WatchTree-19:fix/rolling-greeks-alpha
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v0.0.85 Upload Python Package #43: Release v0.0.85 created by ranaroussi
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fix: de-annualize the risk-free rate in rar() (#552) Tests #43: Commit a2448a2 pushed by ranaroussi
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v0.0.84 Upload Python Package #42: Release v0.0.84 created by ranaroussi
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fix: benchmark stats on gapped series, revert Kelly to fixed-odds (#5… Tests #42: Commit 01323c1 pushed by ranaroussi
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v0.0.83 - Statistical corrections Upload Python Package #41: Release v0.0.83 created by ranaroussi
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fix(stats): greeks, r_squared and treynor_ratio break on any gap Tests #41: Pull request #553 opened by WatchTree-19
5h 41m 4s WatchTree-19:fix/benchmark-metrics-skip-gaps
WatchTree-19:fix/benchmark-metrics-skip-gaps
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fix: statistical corrections for 0.0.83 (#549, #546, #547, #493) Tests #40: Commit 5a751dd pushed by ranaroussi
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v0.0.82 - Correctness and statistical fixes Upload Python Package #40: Release v0.0.82 created by ranaroussi
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test: use the translated frequency alias in the 10Y window test Tests #39: Commit fec6f82 pushed by ranaroussi
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Configured Graph Update: pip in /. #1592707543 Dependency Graph #2: by dependabot Bot
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fix: support pandas 2.0 and 2.1 frequency aliases Tests #38: Commit c564552 pushed by ranaroussi
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Tests Tests #37: Manually run by ranaroussi
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Configured Graph Update: pip in /. #1592706911 Dependency Graph #1: by dependabot Bot
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github_actions in /. - Update #1580329073 Dependabot Updates #655: by dependabot Bot
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pip in /. - Update #1580328464 Dependabot Updates #654: by dependabot Bot
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github_actions in /. - Update #1578894179 Dependabot Updates #653: by dependabot Bot
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pip in /. - Update #1578893538 Dependabot Updates #652: by dependabot Bot
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github_actions in /. - Update #1577489525 Dependabot Updates #651: by dependabot Bot
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pip in /. - Update #1577488884 Dependabot Updates #650: by dependabot Bot
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github_actions in /. - Update #1575724948 Dependabot Updates #649: by dependabot Bot
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pip in /. - Update #1575724051 Dependabot Updates #648: by dependabot Bot
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