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Releases: fortitudo-tech/fortitudo.tech

v0.9

09 Mar 07:54
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Addition of plot_vol_surface function and many examples / docs updates.

v0.8.2

14 Feb 23:26
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Small maintenance update of docs, license and requirements.

v0.8.1

31 Dec 11:44
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MeanVariance objective scaling, publishing of poetry dependency updates and minor docs updates.

v0.8

06 Dec 08:20
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Addition of exponentially decaying probabilities functionality and minor other improvements.

v0.7.1

14 Nov 21:42
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Minor docs and readability improvements.

v0.7

14 Oct 07:40
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Addition of portfolio risk functions, Entropy Pooling refactor, and several minor clean-ups.

v0.6.1

14 Sep 07:55
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Minor logical readability improvement as well as docs and example updates.

v0.6

16 Aug 17:07
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Addition of relative market values parameter v to MeanCVaR and MeanVariance.

v0.5.2

01 Aug 17:17
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CVaR alpha bugfix and minor readability improvements

v0.5.1

03 Jul 11:41
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Added portfolio optimization constraints feasibility check on init.