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Commits on Feb 12, 2022

• Added paper Portfolio Group Constraints

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• Fast Port Div: Changed random functions

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Commits on Feb 1, 2022

• Fast Port Div: Changed parallel vs. serial mode

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Commits on Jan 17, 2022

• Added paper Fast Portfolio Diversification

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Commits on Jan 12, 2022

• diversify.py fixed parallel race condition

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Commits on Nov 5, 2021

• Updated README

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• Updated README

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Commits on Oct 18, 2021

• diversify.py tiny fix

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Commits on Oct 14, 2021

• Added Notebook for Simple Portfolio Optimization

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• Added utils.py

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• Added diversify.py

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• Added portfolio_utils.py

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• Added stats.py

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• Updated README

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• Updated README

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Commits on Aug 28, 2021

• Added video-links.

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Commits on Jun 4, 2021

• README added links to PDF-documents on SSRN

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Commits on May 31, 2021

• Small fix for Volatility Harvesting

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Commits on May 18, 2021

• Updated README Docker comment

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• Updated README install/run instructions

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• Updated README

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• Added intraday share-price data

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• Added Notebook for Volatility Harvesting

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Commits on Apr 17, 2021

• Added function max_pullup()

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Commits on Apr 13, 2021

• Fixed circular dependency.

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Commits on Apr 12, 2021

• Added function max_drawdown()

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Commits on Apr 10, 2021

• Added support for multiple tickers to intraday data

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• Changed dir for plots.

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Commits on Mar 31, 2021

• Updated requirements.txt

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Commits on Mar 27, 2021

• New functions for intraday share-prices

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Commits on Feb 18, 2021

• Added arg-check to mean_std_ann_returns()

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Commits on Feb 17, 2021

• Tiny update for new Pandas syntax

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• Tiny polish in prepare_ann_returns()

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• 10x speed-up for prepare_mean_ann_returns()

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Commits on Jan 5, 2021

• README fixed link to Notebook

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