FinQuant v0.7.0 Introduction of R-squared coefficient and Treynor Ratio

What's Changed

• Introducing the R-squared coefficient and Treynor Ratio for a financial portfolio by @PietropaoloFrisoni in #134

Full Changelog: v0.6.2...v0.7.0

FinQuant v0.6.2 improved code quality, added consistent usage of type hints and custom data types

What's Changed

• comp_sortino (in portfolio) does not need freq as argument, probably … by @fmilthaler in #129
• Chore/consistent type hints by @fmilthaler in #122

Full Changelog: v0.6.0...v0.6.2

FinQuant v0.6.0 added defer_update flag: bulk adding of stocks is much faster

What's Changed

• Vectorized computation of cumulative_returns by @fmilthaler in #127
• Added defer_update flag to add_stock function by @nuvious in #125

Full Changelog: v0.5.0...v0.6.0

FinQuant v0.5.0 added feature: Sortino Ratio

What's Changed

• Chore/auto formatting workflow by @fmilthaler in #109
• Bugfix/auto versioning workflow in pr by @fmilthaler in #116
• Compute Sortino ratio (#67) by @aft90, @PietropaoloFrisoni in #108
• Updating list of contributors by @fmilthaler in #126

Full Changelog: v0.4.0...v0.5.0

FinQuant v0.4.0 added feature: Value at Risk (VaR) parameter

What's Changed

• New feature: Value at Risk (VaR) by @PietropaoloFrisoni in #106

Full Changelog: v0.3.2...v0.4.0

FinQuant v0.3.2 Code quality improvements

What's Changed

• Chore/update version readme by @fmilthaler in #103
• Chore/update version readme by @fmilthaler in #105
• Refactor/asset stock market index by @fmilthaler in #107

Full Changelog: v0.3.1...v0.3.2

Bugfix/optimisation release

What's Changed

• Refactor/stocks data as pdseries by @fmilthaler in #92
• Chore/pylint by @fmilthaler in #96
• Chore/pypi cd by @fmilthaler in #98
• Chore/pylint improvements by @fmilthaler in #100
• Adding new stage for the CI workflow: running pylint on code base by @fmilthaler in #101
• minor bug fix (.iloc[i] instead of .loc[i]) and optimization on portfolio by @fmilthaler in #32

Thanks to @donin1129 for the bugfix and optimisation

Full Changelog: v0.3.0...v0.3.1

FinQuant v0.3.0 added feature: beta parameter

What's Changed

• Feature/beta parameter by @PietropaoloFrisoni in #84

In this release, a new feature was added by @PietropaoloFrisoni.

Adding computation of the beta parameter for the portfolio. In the
Capital Asset Pricing Model (CAPM), the beta parameter defines how risky
the portfolio is compared to the market.

The additional feature is written so that all the previous
codes and tests should still work: suppose the argument "market_index"
is not explicitly passed to the "build_portfolio" function. In that
case, the Market class instance is not created, and the beta parameter
of the portfolio is not computed or printed in properties.

The example Example-Build-Portfolio-from-web.py shows how to use this new feature.

Full Changelog: v0.2.3...v0.3.0

FinQuant v0.2.3 (bugfix release)

This release is mainly a bugfix release, while it is also a resurrection of FinQuant.

Issues that have been resolved:

• Errors due to deprecated Pandas methods being used #73 #75
• Errors due to incorrect checks for float and int #74 #78
• Errors due to deprecated Numpy method being used #72 #79
• Minor change to structure of code: Stock was moved out of portfolio.py #80
• Tests have been updated #81
• Travis-CI was replaced with GitHub Actions for automated testing #82
• A list of contributors was added #85
• Documentation build was fixed #87 #88 #89

Special thanks to @PietropaoloFrisoni for reaching out and getting involved in the project.

FinQuant v0.2.2 (bug fix)

This release is a bug fix addressing the error "ValueError: Shape of passed values is (2, 5000), indices imply (2, 3)" when performing a Monte Carlo run with exactly 3 stocks issue #52.

Thanks to @noobmaster29 and @nuvious for reporting this issue and providing useful information.