Planning on redoing the tearsheet and updating some of the components: - [ ] move computations into separate classes - [ ] add risk free rate for ratios and add flexibility to excess return (relative to market) - [ ] add average time-under-water, outperformance, Calmar/Sortino/Treynor - [ ] add standard errors where applicable - [ ] if benchmark is selected, add significance test a la Ledoit & Wolf (2008) - [ ] visualisations using `matplotlib`
Planning on redoing the tearsheet and updating some of the components:
matplotlib