Empyrial Versions Save

• Custom allocation ✨
• Auto rebalance 💫
• Rebalance whenever you want 🌌
• Bug correction

• Switch Empyrial to yfinance
• Added Risk Manager (Max Drawdown, Take Profit, Stop Loss)
• Correction of Black Litterman optimizer

All the credits goes to Diego Alvarez

• Added "rebalance" as an Engine's argument
• Rebalancing available for "2y", "1y", "monthly", "quaterly"

• Fixings in Fundlens
• Adding possibility of resizing size and font of the pie with the optimizer()

• Added an optimizer function with 4 optimization methods: Equal weighting, Mean-Variance, General Efficient Frontier, HRP

• Fundamental lens added

Adding Oracle function which :

• contains several predictions models such as Exponential smoothing, Prophet, Auto-ARIMA, Theta(2), ARIMA, FFT, FourTheta, NaiveDrift, NaiveMean, NaiveSeasonal
• calculates MAPE for each of these models to check the accuracy
• predict returns of your assets and portfolio with all these models

• Switched to OOP with our Beibo Engine

• Tearsheet analysis (annual return, cagr, Sharpe ratio, alpha, information ratio...)
• Returns
• Cumulative Returns vs Benchmark
• monthly returns heatmap
• Underwater plot + Top 5 drawdown
• Rolling volatility
• Rolling beta
• Rolling sharpe