Performance History
Latest Results
Feat/frac diff (#10)
Added frac diff functionality and tests ensuring it matche...
main
4 days ago
finished frac diff
feat/frac-diff
4 days ago
feat(labels): implement vertical barrier label (#9)
This PR implements a functi...
main
2 months ago
feat(labels): implement vertical barrier label
This PR implements a function th...
feat/vertical-barrier
2 months ago
fix(daily_vol): update daily vol to use the last price at least 24 hours previou...
main
2 months ago
fix(daily_vol): update daily vol to use the last price at least 24 hours previou...
fix/weekend-returns-daily-vol
2 months ago
Feat/codecov (#6)
Co-authored-by: Nelson Griffiths <nelsongriffiths@doubleriver...
main
2 months ago
Feat/updated benchmarks (#5)
Co-authored-by: Nelson Griffiths <nelsongriffiths@...
main
2 months ago
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