Gus Gordon
Results
2
issues of
Gus Gordon
Currently, pyfolio only allows sector mappings that are constant with time. Very occasionally, however, stocks can change sectors, which makes the mapping incorrect for some lookback periods. This can cause...
enhancement
help wanted
Currently, we replace all NaNs in `cum_returns`. This makes the logic more robust, but might not alert us to certain data errors. We will want to check if there are...