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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empyrical.stats.value_at_risk output is NaN #129

Open Mo-Iravani opened 4 years ago

Mo-Iravani commented 4 years ago

empyrical.stats.value_at_risk output is NaN. I cannot figure out what the problem is as all the other empyrical.stats functions work perfectly with the same data serie. Also, where I can access the source codes of the stats. This was provided in the earlier version of empyrical. Thanks,