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Commits on Feb 12, 2022

• Added paper Portfolio Group Constraints

  Hvass-Labs

  committed
  818f812

• Fast Port Div: Changed random functions

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  2d60ef6

Commits on Feb 1, 2022

• Fast Port Div: Changed parallel vs. serial mode

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  committed
  f41fd8b

Commits on Jan 17, 2022

• Added paper Fast Portfolio Diversification

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  e27e77e

Commits on Jan 12, 2022

• diversify.py fixed parallel race condition

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  2c360a2

Commits on Nov 5, 2021

• Updated README

  Hvass-Labs

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  9876e74

• Updated README

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  02341be

Commits on Oct 18, 2021

• diversify.py tiny fix

  Hvass-Labs

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  a42fe0b

Commits on Oct 14, 2021

• Added Notebook for Simple Portfolio Optimization

  Hvass-Labs

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  911ab89

• Added utils.py

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  b991dba

• Added diversify.py

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  27026d9

• Added portfolio_utils.py

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  cadc602

• Added stats.py

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  e956d8d

• Updated README

  Hvass-Labs

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  665958f

• Updated README

  Hvass-Labs

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  e3ab220

Commits on Aug 28, 2021

• Added video-links.

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  377e452

Commits on Jun 4, 2021

• README added links to PDF-documents on SSRN

  Hvass-Labs

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  4ebc545

Commits on May 31, 2021

• Small fix for Volatility Harvesting

  Hvass-Labs

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  164ecb5

Commits on May 18, 2021

• Updated README Docker comment

  Hvass-Labs

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  31fb561

• Updated README install/run instructions

  Hvass-Labs

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  5372ae8

• Updated README

  Hvass-Labs

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  e3635b9

• Added intraday share-price data

  Hvass-Labs

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  2c0c389

• Added Notebook for Volatility Harvesting

  Hvass-Labs

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  7a52a65

Commits on Apr 17, 2021

• Added function max_pullup()

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  8f19d01

Commits on Apr 13, 2021

• Fixed circular dependency.

  Hvass-Labs

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  3575edf

Commits on Apr 12, 2021

• Added function max_drawdown()

  Hvass-Labs

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  c44c052

Commits on Apr 10, 2021

• Added support for multiple tickers to intraday data

  Hvass-Labs

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  bcfe296

• Changed dir for plots.

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  f55cd46

Commits on Mar 31, 2021

• Updated requirements.txt

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  2c7eeb1

Commits on Mar 27, 2021

• New functions for intraday share-prices

  Hvass-Labs

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  37a331a

Commits on Feb 18, 2021

• Added arg-check to mean_std_ann_returns()

  Hvass-Labs

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  229ea68

Commits on Feb 17, 2021

• Tiny update for new Pandas syntax

  Hvass-Labs

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  c84730f

• Tiny polish in prepare_ann_returns()

  Hvass-Labs

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  ae6e9db

• 10x speed-up for prepare_mean_ann_returns()

  Hvass-Labs

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  b5edb62

Commits on Jan 5, 2021

• README fixed link to Notebook

  Hvass-Labs

  committed
  bb31c2b

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