This is a minor release from 0.3 that includes mostly bugfixes but also some new features. We recommend that all users upgrade to this new version.
New features
- Add Information Ratio [PR194](https://github.com/quantopian/pyfolio/pull/194) by MridulS
- Bayesian tear-sheet now accepts 'Fama-French' option to do Bayesian multivariate regression against Fama-French risk factors [PR200](https://github.com/quantopian/pyfolio/pull/200) by Shane Bussman
- Plotting of monthly returns [PR195](https://github.com/quantopian/pyfolio/pull/195)
Bug fixes
- `pos.get_percent_alloc` was not handling short allocations correctly [PR201](https://github.com/quantopian/pyfolio/pull/201)
- UTC bug with cached Fama-French factors [commit](https://github.com/quantopian/pyfolio/commit/709553a55b5df7c908d17f443cb17b51854a65be)
- Sector map was not being passed from `create_returns_tearsheet` [commit](https://github.com/quantopian/pyfolio/commit/894b753e365f9cb4861ffca2ef214c5a64b2bef4)
- New sector mapping feature was not Python 3 compatible [PR201](https://github.com/quantopian/pyfolio/pull/201)
Maintenance
- We now depend on pandas-datareader as the yahoo finance loaders from pandas will be deprecated [PR181](https://github.com/quantopian/pyfolio/pull/181) by tswrightsandpointe
Contributors
Besiders the core developers, we have seen an increase in outside contributions which we greatly appreciate. Specifically, these people contributed to this release:
- Shane Bussman
- MridulS
- YihaoLu
- jkrauss82
- tswrightsandpointe
- cgdeboer