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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

Link to sortino-related pdf no longer works #120

Open jbredeche opened 4 years ago

jbredeche commented 4 years ago

https://github.com/quantopian/empyrical/blob/b561c5fd2d299590a45c870868e84c6060a50c1d/empyrical/stats.py#L773

link seems to 404 now.