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v0.4.1 — Monte Carlo tearsheet redesign, alpha decay, multi-model engine

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@diegoalvarezmgl diegoalvarezmgl released this 04 Jul 22:35
· 5 commits to main since this release
v0.4.1
bb541d9

Highlights

  • Monte Carlo tearsheet — median Risk Summary, stress envelope, 1y horizon, historical benchmark
  • Alpha Decay tearsheet — rolling health monitor with traffic lights, CUSUM, time underwater
  • Multi-model engine — GBM, GARCH, Heston, bootstraps, Bayesian + analytics helpers
  • Docs — README, docs/montecarlo.md, docs/alphadecay.md
pip install quantstats-pro==0.4.1

Full changelog: https://github.com/diegoalvarezmgl/quantstats-pro/blob/v0.4.1/CHANGELOG.md#041

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