Riskfolio-lib

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- 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.

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- 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.

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- Adds Black Litterman with factors in two flavors: Black Litterman Bayesian model and Augmented Black Litterman model.
- Implements factors_views, a function that allows to design views on risk factors for Black Litterman with factors.
- Repairs some bugs.

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- Adds Entropic Drawdown at Risk for Mean Risk Portfolio Optimization and Risk Parity Portfolio Optimization.
- Repairs some bugs.

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- Repairs some bugs in Portfolio related to Semi Variance and UCI.
- Implements an option to annualize returns and risk in plot_frontier, Jupyter Notebook and Excel reports.
- Adds examples using Vectorbt for Backtesting and MOSEK for large scale problems.

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- Repairs some bugs in RiskFunctions.
- Implements the Reports module that helps to build reports on Jupyter Notebook and Excel.
- Implements plot_table, a function that resume some indicators of a portfolio.
- Adds Entropic Value at Risk for Mean Risk Portfolio Optimization and Risk Parity Portfolio Optimization.