Skip to content

Couple rolling calculators with their non-rolling counterparts #60

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Closed
gusgordon opened this issue Jul 15, 2015 · 1 comment
Closed

Couple rolling calculators with their non-rolling counterparts #60

gusgordon opened this issue Jul 15, 2015 · 1 comment

Comments

@gusgordon
Copy link
Contributor

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.

@eigenfoo
Copy link
Contributor

eigenfoo commented Aug 1, 2017

Closing due to the issue described in #58

@eigenfoo eigenfoo closed this as completed Aug 1, 2017
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

No branches or pull requests

2 participants