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quantopian / empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.
https://quantopian.github.io/empyrical
Apache License 2.0
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DOC Note daily frequency of risk-free rate #109

Closed gusgordon closed 5 years ago

gusgordon commented 5 years ago

Closes https://github.com/quantopian/empyrical/issues/108