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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error in cagr computation (when negative) #135

Open arbitrage-technology opened 1 year ago

arbitrage-technology commented 1 year ago

thanks for ur wonderfull library but a basic error stems at cagr calculation. have a look at https://www.linkedin.com/pulse/reply-how-handle-percent-change-cagr-negative-numbers-timo-krall then you will understand where is the error.

Best,

David