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Oct 20, 2025
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v0.1.1 #2

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c51bf2d
README update
ft-adm Oct 20, 2025
c05cc02
Poetry and version update
ft-adm Oct 20, 2025
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6 changes: 5 additions & 1 deletion README.md
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Expand Up @@ -18,11 +18,15 @@ for the efficient frontier optimizations of long-only cash portfolios, which are
It is recommended to install the code dependencies in a
[conda environment](https://conda.io/projects/conda/en/latest/user-guide/concepts/environments.html):

conda create -n cvar-optimization-benchmarks python
conda create -n cvar-optimization-benchmarks python=3.13
conda activate cvar-optimization-benchmarks
pip install cvar-optimization-benchmarks

After this, you should be able to run the code in the [2_OptimizationExample notebook](https://github.com/fortitudo-tech/cvar-optimization-benchmarks/blob/main/2_OptimizationExample.ipynb).

The code in [1_CVaROptBenchmarks notebook](https://github.com/fortitudo-tech/cvar-optimization-benchmarks/blob/main/1_CVaROptBenchmarks.ipynb)
can only be run by people who subscribe to the Investment Analysis module.

## Portfolio Construction and Risk Management book
You can read much more about the [next-generation investment framework](https://antonvorobets.substack.com/p/anton-vorobets-next-generation-investment-framework)
in the [Portfolio Construction and Risk Management book](https://antonvorobets.substack.com/p/pcrm-book),
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