Riskfolio-lib

=============

- Implement Nested Clustered Optimization (NCO) model with four objective functions.
- Implements the Relaxed Risk Parity model.
- Implements the Risk Budgeting approach for Risk Parity Portfolios with constraints.
- Adds the option to use custom covariance in Hierarchical Clustering Portfolios.

=============

- Redesigns of Riskfolio-Lib interface (Only import riskfolio for all functions).
- Implements Hierarchical Risk Parity (HRP) model with constraints on assets' weights.
- Implements a function that helps to build constraints for the HRP model.
- Implements the Direct Bubble Hierarchical Tree (DBHT) linkage method for HRP and HERC models.
- Implements a function that plots relationship among assets in a network using Minimum Spanning Tree (MST) and Planar Maximally Filtered Graph (PMFG).
- Adds two new codependence measures: mutual information and lower tail dependence index.

=============

- Implements Hierarchical Equal Risk Contribution with equally weights within clusters (HERC2).
- Implements a function that help us to discretize portfolio weights into number of shares given an investment amount.
- Implements the option to select the method to estimate covariance in HRP, HERC and HERC2.
- Adds the option to add constraints on the number of assets and the number of effective assets.
- Fixes an error in two_diff_gap_stat() when number of assets is too small.
- Fixes an error on forward_regression() and backward_regression() when there is no significant feature in regression modes using p-value criterion.
- Adds an example that shows how to build HERC2 portfolios.
- Adds an example that shows how to build constraints on the number of assets and number of effective assets.

=============

- Implements Hierarchical Risk Parity (HRP) and Hierarchical Equal Risk Parity (HERC).
- Implements the function plot_clusters() and plot_dendrogram() that help us to identify clusters based on a distance correlation metric.
- Implements the function assets_clusters() that help us to create asset classes based on hierarchical clusters.
- Adds an example that shows how to build Hierarchical Risk Parity portfolios.
- Adds an example that shows how to build Hierarchical Equal Risk Parity portfolios.

=============

- Implements Logarithmic Mean Risk (Kelly Criterion) Portfolio Optimization models.
- Implements the function plot_bar() that help us to plot portfolios with negative weights.
- Adds the option to build dollar neutral portfolios.
- Adds an example that shows how to build Logarithmic Mean Risk (Kelly Criterion) portfolios.
- Adds an example that shows how to build dollar neutral portfolios.

=============

- Adds the option to add a constraint on minimum portfolio return.
- Adds an example of how to add constraints on portfolio return and risk measures.