Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[0.3.0]

• Added feature rich preprocessing methods for Parray.
• Added feature rich statistics methods for Parray
• Added complete test of methods.
• Improved docs.

[0.2.2]

• Various credit and loan models added.

[0.2.1]

• Added more pricing models.
• Minor improvements in code and docs.

[0.2.0]

Added

• New Class for Allocation portfolio
• mean_variance_optimization,
• minimum_variance_portfolio,
• maximum_sharpe_ratio,
• risk_parity_portfolio,
• maximum_diversification_portfolio,
• equal_weight_portfolio,
• market_cap_weight_portfolio,
• hierarchical_risk_parity,
• black_litterman,
• kelly_criterion_optimization

[0.1.0] - 2025-03-04

Added

• Initial release