Releases: cvxgrp/simulator
Releases · cvxgrp/simulator
with returns and covariance
v0.6.1 builder exposing returns and a simple covariance matrix (#134)
supporting plots, snapshots and metrics
rename kernel to cvxsimulator (#131) * rename kernel to cvxsimulator * snapshot * update quantstats * testing portfolio * fixing test
quantstats
with quantstats as a dependency
Revisiting the workflows
v0.5.1 simplify book
with boxing
v0.5.0 demo notebook for boxing
more robust add function for portfolios
108 correct add method (#109) * some comments * add two portfolios * add two portfolios * add two portfolios * add two portfolios * black
revisiting grid functions
v0.4.0 revisiting notebooks
increasing test coverage
addressed problem in weights computation.
Division of a Pandas DataFrame by Series...
flexible towards python and pandas
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> --------- Co-authored-by: Zé Vinícius <jvmirca@gmail.com>
Resampling and differences
v0.3.4 notebook for difference (#102)