Code

Tail ratio and common sense ratio#276

Code

Merged

twiecki merged 6 commits intomasterquantopian/pyfolio:masterfrom tail_ratioquantopian/pyfolio:tail_ratioCopy head branch name to clipboardJan 29, 2016

+60

Commits

Commits on Jan 27, 2016

• ENH Add tail-ratio risk metric.

  twiecki

  committed
  b55447e

• DOC Add example to tail ratio doc string.

  twiecki

  committed
  a9c5aae

Commits on Jan 28, 2016

• ENH Add common sense ratio and tests for common sense as well as tail ratio.

  twiecki

  committed
  980aee7

• STY PEP8 fixes

  twiecki

  committed
  58c36cd

Commits on Jan 29, 2016

• TST Add more samples to increase stability of tail_ratio test.

  twiecki

  committed
  8a03728

• TST Decrease sign digits of tail_ratio test.

  twiecki

  committed
  7676770