v1.5.3
What's Changed
- Feature: Return performance plot by @emhbrine in #2556
- Bugfix: Add JPMaQS dataset theme mapping to DataQueryFileAPIClient by @Magnus167 in #2559
- Feature:
DataQueryFileAPIClient- add methods to download and parse JPMaQS metadata notifications by @Magnus167 in #2560 - Feature: Add validation for weights sum in
_weighted_covarianceforhistoric_portfolio_volby @Magnus167 in #2564 - Feature: linear composite weights and rebalancing by @emhbrine in #2562
- Feature: Add thresh to linear_composite by @emhbrine in #2565
- Refactor: Update variable names in
historic_portfolio_volatilityin the_weighted_covariancefunction by @Magnus167 in #2566 - Feature: Allow benchmark correl in multi_pnl by @emhbrine in #2568
- Feature: Improve multi pnl plot style by @emhbrine in #2570
Full Changelog: v1.5.2...v1.5.3