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shayandavoodii / OnlinePortfolioSelection.jl

This package offers both traditional benchmark and newly developed Online Portfolio Selection (OPS) algorithms implementation.
https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/
MIT License
16 stars 3 forks source link

Add IR performance metric 🆕 #54

Closed shayandavoodii closed 10 months ago

codecov[bot] commented 10 months ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Comparison is base (f9527f4) 99.76% compared to head (11d74f2) 99.76%.

Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #54 +/- ## ======================================= Coverage 99.76% 99.76% ======================================= Files 30 30 Lines 1258 1267 +9 ======================================= + Hits 1255 1264 +9 Misses 3 3 ```

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