Pull requests and issues are welcome.
- marginal risk contribution
- add support for working with DataFrame / Tables.jl
- returns calculations
- add more drawdown measures (page 88+)
- Kelly criterion and maybe more advanced versions
- Annualized return calculation
The documentation is built using Documenter.jl.
To rebuild, run the following command from the root of the repository:
cd docs && julia --project=. make.jl && cd ..