v2022.1.0

Feature

• Add equal weight portfolio pipeline (a2a7db6)
• Add bias statistics (efe3f46)
• Add standardized returns in bias check (128c3f2)
• Get covariance and correlation from risk model (02b606d)
• Support transforming rolling factor risk model (77810b0)
• Support exporting rolling factor risk model (5da7006)
• Support factor risk model transformer (e26b61c)
• Support factor risk model transformer (770ba6a)
• Add factor covariance attribute in risk model (0b15a40)
• Add WLS regressors (2b8d60b)
• Change risk model input format to indexed on date / time rather than instruments (267d9a4)
• Add parameter to show progress in rolling PCA (35fc9e3)
• Add statistical risk model Rolling PCA (603344c)
• Add the first statistical model PCA (4da36f7)

Fix

• Incorrect mapping of factor exposures (4bc0028)

Documentation

• Add accuracy example configuration (f8b104a)
• Correct typo (46d3202)
• Update PCA documentation (9523197)