Releases: fortitudo-tech/fortitudo.tech
Releases · fortitudo-tech/fortitudo.tech
v0.9
Addition of plot_vol_surface function and many examples / docs updates.
v0.8.2
Small maintenance update of docs, license and requirements.
v0.8.1
MeanVariance objective scaling, publishing of poetry dependency updates and minor docs updates.
v0.8
Addition of exponentially decaying probabilities functionality and minor other improvements.
v0.7.1
Minor docs and readability improvements.
v0.7
Addition of portfolio risk functions, Entropy Pooling refactor, and several minor clean-ups.
v0.6.1
Minor logical readability improvement as well as docs and example updates.
v0.6
Addition of relative market values parameter v to MeanCVaR and MeanVariance.
v0.5.2
CVaR alpha bugfix and minor readability improvements
v0.5.1
Added portfolio optimization constraints feasibility check on init.