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Commits on Mar 26, 2019

• update to 0.3.1

  robertmartin8

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• Merge pull request #23 from TommyBark/master

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• Fixed portfolio_performance function which while calling objective_functions.negative_sharpe function passed risk_free_rate as gamma argument for L2 regularization instead of risk free rate.

  TommyBark

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Commits on Mar 20, 2019

• updated docs

  robertmartin8

  committed
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• minor formatting for merged code

  robertmartin8

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• Merge pull request #22 from 88d52bdba0366127fffca9dfa93895/new_shrinkages

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• include PuLP

  robertmartin8

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• updated version to 0.3.0

  robertmartin8

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• updated docstring

  robertmartin8

  committed
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• Merge pull request #14 from gumblex/master

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Commits on Mar 18, 2019

• add risk-models: constant-correlation & single-index

  tuantp7

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Commits on Feb 25, 2019

• fix travis 3.7

  robertmartin8

  committed
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• 0.2.1

  robertmartin8

  committed
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• Merge pull request #17 from schneiderfelipe/patch-1

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Commits on Feb 24, 2019

• Correct message error for efficient_return

  schneiderfelipe

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Commits on Jan 25, 2019

• add Marcos Lopez de Prado's CLA implementation

  gumblex

  committed
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• add MILP model for discrete allocation

  gumblex

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• refactor base_optimizer structure

  gumblex

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Commits on Sep 23, 2018

• fix rst link

  robertmartin8

  committed
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• Merge pull request #4 from robertmartin8/dev

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• added test for utility objective

  robertmartin8

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• changed caution notes

  robertmartin8

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• added v0.2.0 examples

  robertmartin8

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• added noisyopt dependency

  robertmartin8

  committed
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• minor refactors

  robertmartin8

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  2c4e9f3

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• updated readme

  robertmartin8

  committed
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• added link

  robertmartin8

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• added docs for otheroptimisers

  robertmartin8

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• updated docs v0.2.0

  robertmartin8

  committed
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• updated docs v0.2.0

  robertmartin8

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• updated docs v0.2.0

  robertmartin8

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• updated roadmap and changelog

  robertmartin8

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• updated docs for v0.2.0

  robertmartin8

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• changed custom objective api

  robertmartin8

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• test custom objective

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