Factor-pricing-model-risk-model

Latest version: v2023.8.0

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2023.6.3

Fix

* Ensure to_numpy converts with the numpy engine array ([`cd014ce`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/cd014ce0028e3796e66d1f27e74e7d9090562506))

2023.6.2

Fix

* Remove the type check to support multiple engines ([`dd0d8a8`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/dd0d8a88a5146b42cae920c92fe68fe82f88ec25))

2023.6.1

2023.6.0

Feature

* Relax pandas dependency constraint ([`1bae2fb`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/1bae2fb779955636e1b57bff67abbfc5076661bd))
* Support various types of numpy engine ([`05eb58c`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/05eb58cfdba0db6bd23a0bebac7dec061c58b1a3))

Documentation

* Update covariance page ([`6c10a7c`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/6c10a7cd608ed0d0d1a6b450d591884f1af60cb1))
* Update README ([`bcbea6e`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/bcbea6e3ff0f9e7f29b966f1bdefe02ee85e175a))
* Add statistical approach example doc ([`d8b2e44`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/d8b2e441b9c1f224e90b69e44cc724ca1fe78164))
* Fix the missing import ([`37e1dc4`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/37e1dc46c4d460b34981475cd9f1c744eefb587c))

2023.5.1

Feature

* Add covariance shrinkage ([`fa59413`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/fa59413221728f9dc4c8aebe15a3d65ee4cccc11))

Fix

* Insufficient returns in fitting rolling risk model ([`96ca77b`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/96ca77b70e6c7bcca86b47553d3e9507d04139da))

2023.5.0

Feature

* Add covariance estimator ([`4b5d5d4`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/4b5d5d428faed82b21392d7eec93bb9bd38f5767))
* Allow passing dict of covariances in accuracy functions ([`3f2452d`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/3f2452d7a59ae3b3c30ad339f52b4ef423edca02))

Documentation

* Remove unused imports in example notebook ([`d415101`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/d415101271b0058b61a1ad6d859246e5d1da8221))
* Update example notebook ([`cd71b0f`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/cd71b0fcc804951ab1bde056702fcbfa2f67cd2e))
* Correct typo ([`e711966`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/e711966b091d8a38d6c783552a058813b21eb323))
* Update notebook ([`f9a72a9`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/f9a72a9aeb4bdf10af8c700d47fd9fefffd5c883))
* Update README and notebook example ([`cc53ae3`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/cc53ae301be387a6dd2a5a133cf6f58b9e14386c))
* Update crypto statistical risk model notebook ([`c66f934`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/c66f93462435ec40f895d1161c2b6003ccea637c))

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