{"action":"created","issue":{"url":"https://api.github.com/repos/quantopian/empyrical/issues/95","repository_url":"https://api.github.com/repos/quantopian/empyrical","labels_url":"https://api.github.com/repos/quantopian/empyrical/issues/95/labels{/name}","comments_url":"https://api.github.com/repos/quantopian/empyrical/issues/95/comments","events_url":"https://api.github.com/repos/quantopian/empyrical/issues/95/events","html_url":"https://github.com/quantopian/empyrical/issues/95","id":319984578,"number":95,"title":"not able to use skew or kurtosis","user":{"login":"ruhkog","id":32926720,"avatar_url":"https://avatars3.githubusercontent.com/u/32926720?v=4","gravatar_id":"","url":"https://api.github.com/users/ruhkog","html_url":"https://github.com/ruhkog","followers_url":"https://api.github.com/users/ruhkog/followers","following_url":"https://api.github.com/users/ruhkog/following{/other_user}","gists_url":"https://api.github.com/users/ruhkog/gists{/gist_id}","starred_url":"https://api.github.com/users/ruhkog/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/ruhkog/subscriptions","organizations_url":"https://api.github.com/users/ruhkog/orgs","repos_url":"https://api.github.com/users/ruhkog/repos","events_url":"https://api.github.com/users/ruhkog/events{/privacy}","received_events_url":"https://api.github.com/users/ruhkog/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":1,"created_at":"2018-05-03T16:05:27Z","updated_at":"2018-05-03T19:01:54Z","closed_at":null,"author_association":"NONE","body":"Looking at your stats.py code (see below), I see that you have the skew and kurtosis. However, I am not able to use it using empyrical. \r\n\r\nSIMPLE_STAT_FUNCS = [\r\n    cum_returns_final,\r\n    annual_return,\r\n    annual_volatility,\r\n    sharpe_ratio,\r\n    calmar_ratio,\r\n    stability_of_timeseries,\r\n    max_drawdown,\r\n    omega_ratio,\r\n    sortino_ratio,\r\n    stats.skew,\r\n    stats.kurtosis,\r\n    tail_ratio,\r\n    cagr,\r\n    value_at_risk,\r\n    conditional_value_at_risk,\r\n]\r\n\r\n"},"comment":{"url":"https://api.github.com/repos/quantopian/empyrical/issues/comments/386402534","html_url":"https://github.com/quantopian/empyrical/issues/95#issuecomment-386402534","issue_url":"https://api.github.com/repos/quantopian/empyrical/issues/95","id":386402534,"user":{"login":"ruhkog","id":32926720,"avatar_url":"https://avatars3.githubusercontent.com/u/32926720?v=4","gravatar_id":"","url":"https://api.github.com/users/ruhkog","html_url":"https://github.com/ruhkog","followers_url":"https://api.github.com/users/ruhkog/followers","following_url":"https://api.github.com/users/ruhkog/following{/other_user}","gists_url":"https://api.github.com/users/ruhkog/gists{/gist_id}","starred_url":"https://api.github.com/users/ruhkog/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/ruhkog/subscriptions","organizations_url":"https://api.github.com/users/ruhkog/orgs","repos_url":"https://api.github.com/users/ruhkog/repos","events_url":"https://api.github.com/users/ruhkog/events{/privacy}","received_events_url":"https://api.github.com/users/ruhkog/received_events","type":"User","site_admin":false},"created_at":"2018-05-03T19:01:54Z","updated_at":"2018-05-03T19:01:54Z","author_association":"NONE","body":"I ended up doing this! Thanks "}}
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