Skip to content

Releases: crunchdao/orthogonal-cli

Flag to disable the compute of the Jacobians array

Choose a tag to compare

@Caceresenzo Caceresenzo released this 01 Oct 19:31
639de86
0.4.0

Merge pull request #7 from crunchdao/orthogonalize-add-flag-to-disabl…

Jocabians array and Alpha parameter

Choose a tag to compare

@Caceresenzo Caceresenzo released this 30 Sep 18:17
aabf4d1
Merge pull request #4 from crunchdao/risk-exposures-add-parameter

feat(orthogonalize): add `alpha` parameter

Change default date column name

Choose a tag to compare

@Caceresenzo Caceresenzo released this 01 Sep 17:58
feat: change default date column name

Closes #1