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v1.5.3

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@emhbrine emhbrine released this 09 Mar 12:52
e9c1fa0

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_covariance for historic_portfolio_vol by @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_volatility in the _weighted_covariance function 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