Quantstats-lumi

Latest version: v0.3.1

Safety actively analyzes 641872 Python packages for vulnerabilities to keep your Python projects secure.

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0.0.56

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- Added option to explicitly provide the benchmark title via `benchmark_title=...`

0.0.55

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- Fix for benchmark name in html report when supplied by the user

0.0.54

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- Fixed dependency name in requirements.txt

0.0.53

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- Added information ratio to reports

0.0.52

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- Added Treynor ratio

0.0.51

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- Added max consecutive wins/losses to full report
- Added “correlation to benchmark” to report
- Cleanup inf/nan from reports
- Added benchmark name to stats column and html report
- Added probabilistic sharpe/sortino ratios
- Fix relative dates calculations

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