Annualize alpha correctly and update tests - Githubissues

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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Annualize alpha correctly and update tests #116

Closed gmanoim-quantopian closed 5 years ago

gusgordon commented 5 years ago

Closed in favor of https://github.com/quantopian/empyrical/pull/60/