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Releases: cvxgrp/simulator

with returns and covariance

11 Jul 06:54
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v0.6.1

builder exposing returns and a simple covariance matrix (#134)

supporting plots, snapshots and metrics

11 Jul 01:01
42d49a0
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rename kernel to cvxsimulator (#131)

* rename kernel to cvxsimulator

* snapshot

* update quantstats

* testing portfolio

* fixing test

quantstats

10 Jul 14:46
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with quantstats as a dependency

Revisiting the workflows

11 Jun 21:27
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v0.5.1

simplify book

with boxing

06 Jun 05:24
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v0.5.0

demo notebook for boxing

more robust add function for portfolios

01 Jun 22:20
7e77274
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108 correct add method (#109)

* some comments

* add two portfolios

* add two portfolios

* add two portfolios

* add two portfolios

* black

revisiting grid functions

30 May 15:24
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v0.4.0

revisiting notebooks

increasing test coverage

30 May 06:56
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addressed problem in weights computation.
Division of a Pandas DataFrame by Series...

flexible towards python and pandas

29 May 22:24
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104 allow python 38 and flexible on pandas (#105)

* pandas flexible

* more python versions for testing

* skip quantstats test

* remove unnecessary line (#103) (#106)

Co-authored-by: Zé Vinícius <jvmirca@gmail.com>

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Co-authored-by: Zé Vinícius <jvmirca@gmail.com>

Resampling and differences

19 May 18:49
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v0.3.4

notebook for difference (#102)