Skip to content

Version 0.1.15

Latest

Choose a tag to compare

@nicklatin nicklatin released this 30 Nov 22:49
· 394 commits to main since this release

Added signal_weight method to NaiveOptimization, signals and exposure attributes to PortfolioOptimization, added rolling_mean, rolling_median, rolling_sharpe, rolling_sortino methods to ReturnEstimators class, alpha_ewma to trend factor methods, alpha and beta returns to metrics