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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Deprecated numpy NINF constant - see fix in PR #142

Open jake-sigtech opened 2 months ago

jake-sigtech commented 2 months ago

https://github.com/quantopian/empyrical/pull/141