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1. Commits on Oct 14, 2020

   • MAINT: six was missing from requirements

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2. Commits on Oct 13, 2020

   • DOC: Updated links to https

     richafrank

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   • DOC: Updated pypi badge to link to pypi

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   • multi-dimensional indexing is deprecated in pandas. (#130)

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     richafrank

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     Calvin DeBoer

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3. Commits on Oct 10, 2020

   • Update empyrical/stats.py

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     cgdeboer

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     richafrank

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   • Update empyrical/stats.py

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     cgdeboer

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     richafrank

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4. Commits on Oct 7, 2020

   • multi-dimensional indexing is deprecated in pandas.

     

     Calvin DeBoer

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5. Commits on Jun 9, 2020

   • Fix for pandas 1.0 (#124)

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     atkinson

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6. Commits on Sep 30, 2019

   • ENH Add beta fragility and gpd risk estimates (#118)

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     jeyoor

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     twiecki

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7. Commits on Aug 25, 2019

   • BUG: fix annualization of alpha (#60)

     

     Vikram Narayan

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     twiecki

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8. Commits on Aug 23, 2019

   • unrequire bottleneck, adjust README, etc. (#115)

     

     cgdeboer

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     twiecki

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9. Commits on Aug 15, 2019

   • Add tilt and timing performance attribution. Also respect time range (#111)

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     twiecki

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10. Commits on Aug 9, 2019

    • added quarterly return aggregation, removed unused code.

      

      Calvin DeBoer

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      twiecki

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11. Commits on May 29, 2019

    • DOC Note daily frequency of risk-free rate (#109)

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12. Commits on Jun 15, 2018

    • Merge pull request #102 from quantopian/license

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      Vikram Narayan

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    • MAINT: add year/name to license

      

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13. Commits on Jun 14, 2018

    • DEP: Deprecate all data reading functionality via pandas-datareader (#97)

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      eigenfoo

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14. Commits on Jun 13, 2018

    • ENH: Allow 2D input in cum_returns_final.

      

      Scott Sanderson

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15. Commits on Jun 11, 2018

    • Include LICENSE file in wheels

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      toddrme2178

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16. Commits on May 2, 2018

    • TST: add test for beta where rhs is a dataframe

      

      Joe Jevnik

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    • BUG: preserve index in _aligned_series

      

      Joe Jevnik

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17. Commits on Apr 25, 2018

    • TST Add test for inf Sharpe (#93)

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18. Commits on Mar 25, 2018

    • fix: Fix Travis build for the previously committed issue.

      

      jaycode

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    • fix: Correct get_symbol_returns_from_yahoo

      

      jaycode

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19. Commits on Mar 12, 2018

    • BUG: Preserve columns in cum_returns.

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      Scott Sanderson

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20. Commits on Feb 28, 2018

    • Merge pull request #85 from quantopian/fix-cum_returns-index

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      Scott Sanderson

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21. Commits on Feb 27, 2018

    • DOC: Fix typo in docs for out parameter.

      

      Scott Sanderson

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    • TEST: Version compat for assert_index_equal.

      

      Scott Sanderson

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    • TEST: Tests for pandas index preservation.

      

      Scott Sanderson

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    • BUG: Preserve output index in `cum_returns`.

      

      Scott Sanderson

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22. Commits on Feb 23, 2018

    • BUG: truncate windows

      

      Joe Jevnik

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    • ENH: support rolling calculations through vectorization

      

      Joe Jevnik

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23. Commits on Feb 16, 2018

    • Added LICENSE to manifest

      

      Alessio Nava

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      twiecki

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24. Commits on Feb 4, 2018

    • Docstring cleanup for cum_returns (#82)

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      rsheftel

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25. Commits on Feb 2, 2018

    • Merge pull request #76 from quantopian/add-perf-attrib

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      Vikram Narayan

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