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v0.3.1
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@twiecki twiecki released this 12 Nov 06:59
· 680 commits to master since this release
v0.3.1
7101248

This is a minor release from 0.3 that includes mostly bugfixes but also some new features. We recommend that all users upgrade to this new version.

New features

  • Add Information Ratio PR194 by @MridulS
  • Bayesian tear-sheet now accepts 'Fama-French' option to do Bayesian multivariate regression against Fama-French risk factors PR200 by Shane Bussman
  • Plotting of monthly returns PR195

Bug fixes

  • pos.get_percent_alloc was not handling short allocations correctly PR201
  • UTC bug with cached Fama-French factors commit
  • Sector map was not being passed from create_returns_tearsheet commit
  • New sector mapping feature was not Python 3 compatible PR201

Maintenance

  • We now depend on pandas-datareader as the yahoo finance loaders from pandas will be deprecated PR181 by @tswrightsandpointe

Contributors

Besiders the core developers, we have seen an increase in outside contributions which we greatly appreciate. Specifically, these people contributed to this release:

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