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quantopian
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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
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jake-sigtech
opened
4 months ago
jake-sigtech
commented
4 months ago
https://github.com/quantopian/empyrical/pull/141
https://github.com/quantopian/empyrical/pull/141