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We currently have more than one function for rolling and non-rolling Sharpe and beta. If possible, these should likely be boiled down to one function.
We may also want to remove the multifactor functions and place the necessary components in the main beta/alpha functions.
Depends on #58.
The text was updated successfully, but these errors were encountered:
Closing due to the issue described in #58
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We currently have more than one function for rolling and non-rolling Sharpe and beta. If possible, these should likely be boiled down to one function.
We may also want to remove the multifactor functions and place the necessary components in the main beta/alpha functions.
Depends on #58.
The text was updated successfully, but these errors were encountered: