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Issues list

Safety Error on empyrical installed via conda-forge
#132 by RichardDale was closed Dec 13, 2020
1
ImportError: cannot import name 'information_ratio' from 'empyrical'
#127 by sokol11 was closed Aug 4, 2020
1
Remove Series.strides from codebase (Pandas deprecation)
#114 by cgdeboer was closed Aug 23, 2019
1 task
2
Support Python >3.5
#113 by seanlseymour was closed Aug 23, 2019
1
6
sharpe_ratio calculated correctly?
#108 by bscully27 was closed May 29, 2019
1
2
Someone is name squatting
#105 by timkpaine was closed Oct 24, 2018
5
backwards compat: empyrical.cum_returns_final used to support dataframes
#100 by twiecki was closed Jun 13, 2018
2
max_drawdown returns pd.Series, not float bug help wanted
#98 by eigenfoo was closed May 22, 2018
4
not able to use skew or kurtosis
#95 by ruhkog was closed May 3, 2018
3
BUG: Roll() function is incorrect bug
#79 by rsheftel was closed Feb 2, 2018
4
Should returns be lognormal or normal
#73 by rsheftel was closed Feb 4, 2018
3
cannot concatenate a non-NDFrame object
#71 by JohnnyPP was closed Feb 12, 2020
3
Wrong annualization of Sortino Ratio?
#61 by gabrieleiacono was closed Jan 29, 2018
5
Bug in annualization of alpha?
#59 by twiecki was closed Aug 27, 2019
Release a new empyrical version
#58 by twiecki was closed Feb 11, 2020
Get Fama French factors from empyrical?
#55 by eigenfoo was closed Aug 15, 2017
1
Standard Deviation: Sample vs. Population
#54 by yehoshuadimarsky was closed Jul 10, 2017
1
AttributeError: 'str' object has no attribute 'year'
#53 by kmikael was closed Jul 7, 2017
2
Add Additional Calculations & Rolling Periods
#46 by cgdeboer was closed Feb 2, 2018
2
Ensure max_drawdown returns a float scalar
#43 by avi-analytics was closed May 5, 2017
2
Remove Information Ratio
#41 by twiecki was closed Jun 16, 2017
6
Add conda builds
#34 by twiecki was closed Oct 17, 2016
7
BUG: beta does not work with pandas Series bug
#23 by twiecki was closed Aug 29, 2016
@analicia
3
Add CAGR
#17 by twiecki was closed Aug 24, 2016
@analicia
1
Add sphinx documentation
#12 by twiecki was closed May 17, 2017
@analicia
3
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