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@@ -8,6 +8,8 @@ Quantitative risk and performance analysis package for financial time series pow
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RiskPerf.jl is engineered for high performance: core metrics avoid temporary allocations, exploit SIMD-friendly loops, and specialize on scalar vs. vector inputs. Compared with naïve broadcast-based implementations, typical routines (e.g. Sharpe/Information ratios, partial moments, summary statistics, etc.) are 5–50× faster and allocate virtually nothing, accelerating large backtests and real-time analytics.
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