Releases: factorpricingmodel/factor-pricing-model-risk-model
Releases · factorpricingmodel/factor-pricing-model-risk-model
v2024.0.0
Feature
- Add a get method for rolling cov estimator (
da29453
)
Documentation
- Add example notebook of alpha sizing rules (
220ba02
)
v2023.8.0
Feature
Fix
- Use validity in rolling fit (
087939b
)
Documentation
- Update numpy backend engine notebook (
5037603
)
v2023.7.2
Fix
- Convert y into numpy engine array (
e92fc34
)
v2023.7.1
Feature
- Support setting the backend engine with environment variable (
a40ee5c
)
v2023.7.0
Feature
- Support pytorch in engine (
1d9eb07
)
v2023.6.4
Fix
- Revert forcing numpy array conversion (
6676fef
)
v2023.6.3
Fix
- Ensure to_numpy converts with the numpy engine array (
cd014ce
)
v2023.6.2
Fix
- Remove the type check to support multiple engines (
dd0d8a8
)