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quantopian / zipline

Zipline, a Pythonic Algorithmic Trading Library
https://www.zipline.io
Apache License 2.0
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Add information and sortino ratios to the risk answer key. #201

Closed ehebert closed 10 years ago

ehebert commented 11 years ago

Alongside Sharpe, alpha and beta it would be useful to have the information and sortion ratios added to the Sim sheet of the risk answer sheet.

ehebert commented 10 years ago

The spreadsheet that was uploaded for https://github.com/quantopian/zipline/commit/7cc24cec1fcbae7b5001e5b6b84c00d31d5caf50 now contains said metrics.