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2023.6.0
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semantic-release authored and Factor Pricing Model committed Jul 26, 2023
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14 changes: 14 additions & 0 deletions CHANGELOG.md
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<!--next-version-placeholder-->

## v2023.6.0 (2023-07-26)

### Feature

* Relax pandas dependency constraint ([`1bae2fb`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/1bae2fb779955636e1b57bff67abbfc5076661bd))
* Support various types of numpy engine ([`05eb58c`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/05eb58cfdba0db6bd23a0bebac7dec061c58b1a3))

### Documentation

* Update covariance page ([`6c10a7c`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/6c10a7cd608ed0d0d1a6b450d591884f1af60cb1))
* Update README ([`bcbea6e`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/bcbea6e3ff0f9e7f29b966f1bdefe02ee85e175a))
* Add statistical approach example doc ([`d8b2e44`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/d8b2e441b9c1f224e90b69e44cc724ca1fe78164))
* Fix the missing import ([`37e1dc4`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/37e1dc46c4d460b34981475cd9f1c744eefb587c))

## v2023.5.1 (2023-06-23)

### Feature
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2 changes: 1 addition & 1 deletion pyproject.toml
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[tool.poetry]
name = "factor-pricing-model-risk-model"
version = "2023.5.1"
version = "2023.6.0"
description = "Package to build risk models for factor pricing model"
authors = ["Factor Pricing Model <factor.pricing.model@gmail.com>"]
license = "MIT"
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2 changes: 1 addition & 1 deletion src/fpm_risk_model/__init__.py
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__version__ = "2023.5.1"
__version__ = "2023.6.0"

# flake8: noqa
from .cov_estimator import CovarianceEstimator, RollingCovarianceEstimator
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