ankanban

ankanban / RiskAdjustedReturnMetrics.py

Created September 8, 2016 04:55 — forked from StuartGordonReid/RiskAdjustedReturnMetrics.py

Measured of Risk-adjusted Return

	import math
	import numpy
	import numpy.random as nrand

	"""
	Note - for some of the metrics the absolute value is returns. This is because if the risk (loss) is higher we want to
	discount the expected excess return from the portfolio by a higher amount. Therefore risk should be positive.
	"""

ankanban / poc.py

Last active August 29, 2015 14:16 — forked from pbiernat/poc.py

	'''
	A simple demonstration of obtaining, modifying and executing code objects in python without relying
	on commonly blocked keywords such as exec, compile, etc...

	-Patrick Biernat.
	'''

	import __builtin__

	mydict = {}

ankanban / nginx_server.conf

Last active August 29, 2015 14:13 — forked from craigloftus/nginx_server.conf

	ssl_session_cache shared:SSL:1m; # 1MB is ~4000 sessions, if it fills old sessions are dropped
	ssl_session_timeout 1440m; # Reuse sessions for 24hrs

	# Redirect all traffic to SSL
	server {
	listen 80 default;
	server_name www.example.com example.com;
	access_log off;
	error_log off;
	return 301 https://example.com$request_uri;

ankanban / gist:5762130

Created June 12, 2013 00:50 — forked from griggheo/gist:2698152

	import os
	import sys
	import subprocess
	import re
	import optparse
	import boto

	dynamodb_conn = boto.connect_dynamodb(aws_access_key_id='MY_ACCESS_KEY_ID', aws_secret_access_key='MY_SECRET_ACCESS_KEY')
	table_name = 'mytable'
	dynamodb_table = dynamodb_conn.get_table(table_name)