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23 Open 107 Closed
23 Open 107 Closed
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Issues list

set risk free rate as a pd.Series
#257 opened Dec 20, 2024 by superopaz
Sortino ratio incorrectly uses np.minimum
#254 opened Nov 15, 2024 by SamuelLivingstone
YTD returns is in Error
#241 opened Jul 7, 2024 by Dabs212
1
Shorts?
#221 opened Jan 16, 2024 by agrieco
What changes when I change TRADING_DAYS_PER_YEAR ? question
#181 opened Jul 28, 2022 by brettelliot
1
Consider consolidating with empyrical enhancement
#177 opened Jun 30, 2022 by timkpaine
1
Sortino Ratio using Monthly Mean, not Geometric Monthly Mean
#169 opened Jun 9, 2022 by staymadson
Daily Mean Hard Coded Definition
#168 opened Jun 9, 2022 by staymadson
1
six_month calculation on monthly data
#163 opened May 11, 2022 by 19lex82
np.log can't handle NaN value in to_log_returns()
#156 opened Sep 29, 2021 by Jmarks199
NaN values in multi-column data set are replaced in calc_stats calculation
#155 opened Aug 26, 2021 by rs0013
Differences applying perf_stats and perf_display
#154 opened Aug 24, 2021 by akitxu
.calc_stats() return my three errors
#153 opened Aug 23, 2021 by akitxu
1
Incorrect missing data handling with pandas v1+
#152 opened Aug 3, 2021 by aputkov
TypeError: 'Series' object is not callable
#147 opened Jun 18, 2021 by akitxu
Question or new feature request.
#133 opened Feb 2, 2021 by Kerberos007
Round-trip problem with to_price_index and to_returns
#95 opened Apr 5, 2020 by emvalbuena
Returns input
#85 opened Nov 23, 2019 by tommifi
1
Bug: Yearly Kurtosis question
#81 opened Sep 8, 2019 by AnthonyFJGarner
2
How to set risk-free rate ( rf ) when calling df_prices.calc_stats() ?
#75 opened Apr 11, 2019 by ahotrod
2
error again due to invalid negative value
#67 opened Dec 13, 2018 by ShreyasChari
ffn.core.calc_erc_weights: Define lookback period for risk weights
#65 opened Oct 18, 2018 by liquidrates
2
computing annualized stats assuming different number of days per year enhancement
#33 opened Feb 15, 2018 by tdrobbin
ProTip! Follow long discussions with comments:>50.