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Vectorize drawdown #1

Merged
merged 2 commits into from
Feb 3, 2016
Merged

Vectorize drawdown #1

merged 2 commits into from
Feb 3, 2016

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devinstevenson
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  • Vectorize max_drawdown for 4X speedup
  • Fix typos in doc strings
  • model_returns_t and model_returns_normal had each other’s doc string

devinstevenson added a commit that referenced this pull request Feb 3, 2016
@devinstevenson devinstevenson merged commit b6bb0be into master Feb 3, 2016
@devinstevenson devinstevenson deleted the vectorize_drawdown branch February 3, 2016 00:09
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