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v0.2.0 release #4

Merged
robertmartin8 merged 36 commits intomasterfrom
dev
Sep 23, 2018
Merged

v0.2.0 release #4
robertmartin8 merged 36 commits intomasterfrom
dev

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  • Hierarchical Risk Parity optimisation
  • Semicovariance matrix
  • Exponential covariance matrix
  • CVaR optimisation
  • Better support for custom objective functions
  • Multiple bug fixes (including minimum volatility vs minimum variance)
  • Refactored so all optimisers inherit from a BaseOptimizer.

@robertmartin8 robertmartin8 merged commit dd58dfa into master Sep 23, 2018
@robertmartin8 robertmartin8 deleted the dev branch September 23, 2018 12:54
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