Fortitudo.tech Versions Save

Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

v1.0.7

2 weeks ago

Security updates and addition of example 10 for the Derivatives Portfolio Optimization and Parameter Uncertainty article.

v1.0.6

1 month ago

Docs, README, and poetry security update.

v1.0.5

1 month ago

Security paths with bump of pillow from 10.2.0 to 10.3.0.

v1.0.4

3 months ago

Maintenance release with minor tests, docs / README and license updates.

v1.0.3

4 months ago

Maintenance patch with poetry and PyPI README updates.

v1.0.2

5 months ago

Maintenance update of type checking and poetry dependencies.

v1.0.1

5 months ago

Security update with scipy >=1.10 and Python 3.8 deprecation.

v1.0

6 months ago

Addition of forward pricing functionality, Python 3.12 compatibility, and other minor updates.

v0.10.4

8 months ago

Maintenance update handling numpy DeprecationWarning and requirements updates.

v0.10.3

9 months ago

Maintenance update of docs and requirements.