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empyrical.stats.value_at_risk output is NaN

Open Mo-Iravani opened this issue 5 years ago • 0 comments

empyrical.stats.value_at_risk output is NaN. I cannot figure out what the problem is as all the other empyrical.stats functions work perfectly with the same data serie. Also, where I can access the source codes of the stats. This was provided in the earlier version of empyrical. Thanks,

Mo-Iravani avatar Aug 11 '20 07:08 Mo-Iravani