v2023.1.0

gavincyi released this 12 Feb 22:39

· 82 commits to main since this release

03920a6

Feature

Introduce cov half life (92d96dc)
Add cov halflife into the accuracy functions (cd20be4)
Support exponential weighted factor covariance (ffac512)
Support exponential weighted least square (db4ae53)

Fix

Ewm in cov (f34ddbf)

Documentation

Fix example config (149a660)
Fix grammar (cb4a456)

Assets 4