Ismail Baris
That is a very good point! Thank you very much. I will try to implement and include short positions!
Sorry for the late reply and thank you very much for the great catch! I will fix this on Monday. You can fix this too if you want and then...
How about this: ```python import numpy as np from typing import Union, Sequence def compute_drawdown( pnl: array_like, var: array_like, axis: int = 1, is_cumulative: bool = False ) -> np.ndarray:...
I started a new [branch](https://github.com/ibaris/VaR/tree/setup) where I optimise most of the code, which will lead to a major release. I will resolve this bug in this branch, since the function...