v1.1.3 (#104)

* Docs / README update

* Codecov tests.yml update

* Poetry update

.github/workflows/tests.yml

@@ -18,4 +18,7 @@ jobs:
           activate-environment: fortitudo.tech-dev
           environment-file: requirements.yml
       - run: pytest --cov=fortitudo/tech --cov-fail-under=100 --cov-report=xml
-      - uses: codecov/codecov-action@v3
+      - name: Upload coverage report to Codecov
+        uses: codecov/codecov-action@v4.0.1
+        with:
+          token: ${{ secrets.CODECOV_TOKEN }}

README.rst

@@ -14,22 +14,30 @@ Fortitudo Technologies Open Source
 
 This package allows you to explore open-source implementations of some of our
 fundamental technologies, e.g., Entropy Pooling and CVaR optimization in Python.
+
 See this `YouTube playlist <https://www.youtube.com/playlist?list=PLfI2BKNVj_b2rurUsCtc2F8lqtPWqcs2K>`_
 for a walkthrough of the package's functionality and examples.
 
 For a high-level introduction to the investment framework, see this `YouTube video <https://youtu.be/4ESigySdGf8>`_
-and `Medium article <https://medium.com/@ft_anvo/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347>`_.
+and `Substack post <https://open.substack.com/pub/antonvorobets/p/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347>`_.
+
 For a mathematical introduction to the investment framework, see these
 `SSRN articles <https://ssrn.com/author=2738420>`_.
 
 For a pedagogical and deep presentation of the investment framework,
 you can access the `Portfolio Construction and Risk Management Book <https://igg.me/at/pcrm-book>`_.
 
+Audience
+--------
+
 The package is intended for advanced users who are comfortable specifying
 portfolio constraints and Entropy Pooling views using matrices and vectors.
 This gives full flexibility in relation to working with these technologies.
 Hence, input checking is intentionally kept to a minimum.
 
+Company
+-------
+
 Fortitudo Technologies offers novel investment software as well as quantitative
 and digitalization consultancy to the investment management industry. For more
 information, please visit our `website <https://fortitudo.tech>`_.

docs/build/html/_sources/documentation.rst.txt

@@ -42,7 +42,7 @@ subject to the constraints
 The approach was first introduced by :cite:t:`EntropyPooling`, while the
 code is implemented using notation from :cite:t:`Vorobets2021`. For an
 introduction to Entropy Pooling, see `this video <https://youtu.be/qk_5l4ICXfY>`_
-or `this article <https://medium.com/@ft_anvo/entropy-pooling-vs-black-litterman-abb608b810cd?source=friends_link&sk=8b04a3b5c90a3b90ff2e5d8ce21712df>`_.
+or `this Substack post <https://open.substack.com/pub/antonvorobets/p/entropy-pooling-vs-black-litterman-abb608b810cd>`_.
 
 .. automodule:: fortitudo.tech.entropy_pooling
    :members:

docs/build/html/_sources/index.rst.txt

@@ -3,22 +3,30 @@ Fortitudo Technologies Open Source
 
 This package allows you to explore open-source implementations of some of our
 fundamental technologies, e.g., Entropy Pooling and CVaR optimization in Python.
+
 See this `YouTube playlist <https://www.youtube.com/playlist?list=PLfI2BKNVj_b2rurUsCtc2F8lqtPWqcs2K>`_
 for a walkthrough of the package's functionality and examples.
 
 For a high-level introduction to the investment framework, see this `YouTube video <https://youtu.be/4ESigySdGf8>`_
-and `Medium article <https://medium.com/@ft_anvo/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347>`_.
+and `Substack post <https://open.substack.com/pub/antonvorobets/p/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347>`_.
+
 For a mathematical introduction to the investment framework, see these
 `SSRN articles <https://ssrn.com/author=2738420>`_.
 
 For a pedagogical and deep presentation of the investment framework,
 you can access the `Portfolio Construction and Risk Management Book <https://igg.me/at/pcrm-book>`_.
 
+Audience
+--------
+
 The package is intended for advanced users who are comfortable specifying
 portfolio constraints and Entropy Pooling views using matrices and vectors.
 This gives full flexibility in relation to working with these technologies.
 Hence, input checking is intentionally kept to a minimum.
 
+Company
+-------
+
 Fortitudo Technologies offers novel investment software as well as quantitative
 and digitalization consultancy to the investment management industry. For more
 information, please visit our `website <https://fortitudo.tech>`_.

docs/build/html/contributing.html

@@ -38,7 +38,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.1
+                v1.1.3
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">

docs/build/html/documentation.html

@@ -39,7 +39,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.1
+                v1.1.3
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">
@@ -237,7 +237,7 @@ <h2>Entropy Pooling<a class="headerlink" href="#entropy-pooling" title="Link to
 <p>The approach was first introduced by <span id="id4">Meucci [<a class="reference internal" href="references.html#id2" title="A. Meucci. Fully flexible views: theory and practice. Risk, 21(10):97-102, 2008. URL: https://ssrn.com/abstract=1213325.">2008</a>]</span>, while the
 code is implemented using notation from <span id="id5">Vorobets [<a class="reference internal" href="references.html#id3" title="A. Vorobets. Sequential entropy pooling heuristics. SSRN, 2021. URL: https://ssrn.com/abstract=3936392.">2021</a>]</span>. For an
 introduction to Entropy Pooling, see <a class="reference external" href="https://youtu.be/qk_5l4ICXfY">this video</a>
-or <a class="reference external" href="https://medium.com/&#64;ft_anvo/entropy-pooling-vs-black-litterman-abb608b810cd?source=friends_link&amp;sk=8b04a3b5c90a3b90ff2e5d8ce21712df">this article</a>.</p>
+or <a class="reference external" href="https://open.substack.com/pub/antonvorobets/p/entropy-pooling-vs-black-litterman-abb608b810cd">this Substack post</a>.</p>
 <dl class="py function" id="module-fortitudo.tech.entropy_pooling">
 <dt class="sig sig-object py" id="fortitudo.tech.entropy_pooling.entropy_pooling">
 <span class="sig-name descname"><span class="pre">entropy_pooling</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="n"><span class="pre">p</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">A</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">b</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">G</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">h</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em>, <em class="sig-param"><span class="n"><span class="pre">method</span></span><span class="o"><span class="pre">=</span></span><span class="default_value"><span class="pre">None</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#fortitudo.tech.entropy_pooling.entropy_pooling" title="Link to this definition"></a></dt>

docs/build/html/examples.html

@@ -39,7 +39,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.1
+                v1.1.3
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">

docs/build/html/genindex.html

@@ -35,7 +35,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.1
+                v1.1.3
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">

docs/build/html/index.html

@@ -37,7 +37,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.1
+                v1.1.3
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">
@@ -81,22 +81,28 @@
   <section id="fortitudo-technologies-open-source">
 <h1>Fortitudo Technologies Open Source<a class="headerlink" href="#fortitudo-technologies-open-source" title="Link to this heading"></a></h1>
 <p>This package allows you to explore open-source implementations of some of our
-fundamental technologies, e.g., Entropy Pooling and CVaR optimization in Python.
-See this <a class="reference external" href="https://www.youtube.com/playlist?list=PLfI2BKNVj_b2rurUsCtc2F8lqtPWqcs2K">YouTube playlist</a>
+fundamental technologies, e.g., Entropy Pooling and CVaR optimization in Python.</p>
+<p>See this <a class="reference external" href="https://www.youtube.com/playlist?list=PLfI2BKNVj_b2rurUsCtc2F8lqtPWqcs2K">YouTube playlist</a>
 for a walkthrough of the package’s functionality and examples.</p>
 <p>For a high-level introduction to the investment framework, see this <a class="reference external" href="https://youtu.be/4ESigySdGf8">YouTube video</a>
-and <a class="reference external" href="https://medium.com/&#64;ft_anvo/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347">Medium article</a>.
-For a mathematical introduction to the investment framework, see these
+and <a class="reference external" href="https://open.substack.com/pub/antonvorobets/p/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347">Substack post</a>.</p>
+<p>For a mathematical introduction to the investment framework, see these
 <a class="reference external" href="https://ssrn.com/author=2738420">SSRN articles</a>.</p>
 <p>For a pedagogical and deep presentation of the investment framework,
 you can access the <a class="reference external" href="https://igg.me/at/pcrm-book">Portfolio Construction and Risk Management Book</a>.</p>
+<section id="audience">
+<h2>Audience<a class="headerlink" href="#audience" title="Link to this heading"></a></h2>
 <p>The package is intended for advanced users who are comfortable specifying
 portfolio constraints and Entropy Pooling views using matrices and vectors.
 This gives full flexibility in relation to working with these technologies.
 Hence, input checking is intentionally kept to a minimum.</p>
+</section>
+<section id="company">
+<h2>Company<a class="headerlink" href="#company" title="Link to this heading"></a></h2>
 <p>Fortitudo Technologies offers novel investment software as well as quantitative
 and digitalization consultancy to the investment management industry. For more
 information, please visit our <a class="reference external" href="https://fortitudo.tech">website</a>.</p>
+</section>
 <section id="disclaimer">
 <h2>Disclaimer<a class="headerlink" href="#disclaimer" title="Link to this heading"></a></h2>
 <p>This package is completely separate from our proprietary solutions and therefore

docs/build/html/installation.html

@@ -38,7 +38,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.1
+                v1.1.3
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">

docs/build/html/objects.inv

@@ -1,6 +1,6 @@
 # Sphinx inventory version 2
 # Project: fortitudo.tech
-# Version: v1.1.1
+# Version: v1.1.3
 # The remainder of this file is compressed using zlib.
 xڵ�Mo�0����k���k�
;+ڡW���D�,
 ��%����8Q�`�w���}Đ��8��7T'4ۺ�*�o;jz��j���ɒ���s����ZU�[w���ÄZ�{3���5��A��$��/��hv2�v�#����(�Wr:�,i�$���^"g�fz�~
]�sr�!NO넨1�;�t��n^N|��.��] i�F�2�fu��V�O�H���e��Ɋ��Ǧ�`�v�(ȑ�?���VR�{���8�qR2'L�mk��n�|�xh�܍[jC�Z���x<����OU���[	��šs�^rj���<�NV�7K�B��$v>��kuf�nЀ�|��qfJ�'���3U�`�G52�l�}� ��Vtju���A��HuA+}o�Q�P�;肓ϊ�4Ʋ���ڠ����A�`�n��,�2��β#�P|릾I�<9�_5_z�D=��ќ{�g���]����|%���lدƅ�ϳ��.V�`{�����n��R���9�����*"��^�cY���`��OQr&�

docs/build/html/py-modindex.html

@@ -38,7 +38,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.1
+                v1.1.3
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">

docs/build/html/references.html

@@ -37,7 +37,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.1
+                v1.1.3
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">

docs/build/html/search.html

@@ -38,7 +38,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.1
+                v1.1.3
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="#" method="get">