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v2023.0.0

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@gavincyi gavincyi released this 12 Jan 07:24
· 93 commits to main since this release

Feature

  • Add value at risk accuracy (7034a8e)

Fix

  • Another bug created from the previous bugfix (d48381a)
  • Bug in verifying ndarry existence (f42bd2d)
  • Typo in parameter (f5c5dab)
  • Correct the forecast return computation (6603ce0)

Documentation

  • Add rolling risk model description (e20bb28)
  • Update README (a8fd716)
  • Correct typo (d15e684)
  • Update bias and VaR documentation page (e9c7542)
  • Add bias and var placeholder pages (55d79b4)
  • Correct factor risk model title (239c41f)
  • Add factor risk model doc (b35ca51)
  • Add risk model descrption (40af5a6)
  • Update README (5877781)
  • Correct caller name (62c7df9)