ENH Add beta fragility and gpd risk estimates

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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Closed jeyoor closed 4 years ago

jeyoor commented 4 years ago

Hi folks!

This is a continuation of the previous pull request here

I believe all previous comments have been addressed, but I wasn't quite sure of the proper format for the doc strings.

I just sort of landed here and tried to follow it.

I welcome all feedback on how to improve; thank you!

Jey

twiecki commented 4 years ago

Thanks - this looks great!

twiecki commented 4 years ago

In a separate PR, I would be curious to see maybe a quick tutorial as a jupyter NB on how to use and interpret this.