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WHATSNEW.md

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What's New

These are new features and improvements of note in each release.

v0.3 (Oct 23, 2015)

This is a major release from 0.2 that includes many exciting new features. We recommend that all users upgrade to this new version.

New features

  • Sector exposures: sum positions by sector given a dictionary or series of symbol to sector mappings PR166
  • Ability to make cones with multiple shades stdev regions PR168
  • Slippage sweep: See how an algorithm performs with various levels of slippage PR170
  • Stochastic volatility model in Bayesian tear sheet PR174
  • Ability to suppress display of position information PR177

Bug fixes

  • Various fixes to make pyfolio pandas 0.17 compatible

v0.2 (Oct 16, 2015)

This is a major release from 0.1 that includes mainly bugfixes and refactorings but also some new features. We recommend that all users upgrade to this new version.

New features

  • Volatility matched cumulative returns plot PR126.
  • Allow for different periodicity (annualization factors) in the annual_() methods PR164.
  • Users can supply their own interesting periods PR163.
  • Ability to weight a portfolio of holdings by a metric valued PR161.

Bug fixes

  • Fix drawdown overlaps PR150.
  • Monthly returns distribution should not stack by year PR162.
  • Fix gross leverage PR147