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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
1.27k stars 398 forks source link

Add tilt and timing performance attribution. Also respect time range #111

Closed twiecki closed 5 years ago

twiecki commented 5 years ago

Fixed the pyfolio thing in https://github.com/quantopian/pyfolio/pull/608.