v0.1.9

What's Changed

• 291 update devcontainer by @tschm in #292

Full Changelog: v0.1.8...v0.1.9

v0.1.8

What's Changed

• Target for sdist by @tschm in #290

Full Changelog: v0.1.7...v0.1.8

v0.1.7

What's Changed

• Limit the files for hatch build by @tschm in #289

Full Changelog: v0.1.6...v0.1.7

v0.1.6

What's Changed

• Bump cvxpy-base from 1.5.1 to 1.5.2 by @dependabot in #221
• Bump cvxsimulator from 0.9.18 to 0.9.19 by @dependabot in #222
• Bump scikit-learn from 1.5.0 to 1.5.1 by @dependabot in #223
• Bump pytest from 8.2.2 to 8.3.1 by @dependabot in #224
• Bump plotly from 5.22.0 to 5.23.0 by @dependabot in #226
• Bump pytest from 8.3.1 to 8.3.2 by @dependabot in #225
• Bump pre-commit from 3.7.1 to 3.8.0 by @dependabot in #227
• Bump tqdm from 4.66.4 to 4.66.5 by @dependabot in #228
• Bump cvxpy-base from 1.5.2 to 1.5.3 by @dependabot in #229
• Bump plotly from 5.23.0 to 5.24.0 by @dependabot in #230
• Bump pandas from 2.2.2 to 2.2.3 by @dependabot in #235
• Bump pytest from 8.3.2 to 8.3.3 by @dependabot in #234
• Bump plotly from 5.24.0 to 5.24.1 by @dependabot in #233
• Bump statsmodels from 0.14.2 to 0.14.3 by @dependabot in #232
• Bump scikit-learn from 1.5.1 to 1.5.2 by @dependabot in #231
• Bump arch from 7.0.0 to 7.1.0 by @dependabot in #236
• Bump pre-commit from 3.8.0 to 4.0.0 by @dependabot in #238
• Bump statsmodels from 0.14.3 to 0.14.4 by @dependabot in #237
• Bump cvxsimulator from 0.9.19 to 1.0.0 by @dependabot in #240
• Bump pre-commit from 4.0.0 to 4.0.1 by @dependabot in #239
• Bump cvxsimulator from 1.0.0 to 1.0.1 by @dependabot in #241
• Update pre-commit.yml by @tschm in #243
• Bump pytest-cov from 5.0.0 to 6.0.0 by @dependabot in #244
• Bump cvxpy-base from 1.5.3 to 1.6.0 by @dependabot in #246
• Bump tqdm from 4.66.6 to 4.67.0 by @dependabot in #247
• Bump arch from 7.1.0 to 7.2.0 by @dependabot in #248
• Bump tqdm from 4.67.0 to 4.67.1 by @dependabot in #250
• Bump pytest from 8.3.3 to 8.3.4 by @dependabot in #251
• Update ci.yml by @tschm in #249
• Bump numpy from 2.1.3 to 2.2.0 by @dependabot in #254
• Bump scikit-learn from 1.5.2 to 1.6.0 by @dependabot in #255
• Tschm patch 1 by @tschm in #253
• 252 Bring in Marimo by @tschm in #256
• Bump numpy from 2.2.0 to 2.2.1 by @dependabot in #257
• Update book.yml by @tschm in #258
• Update ci.yml by @tschm in #259
• Update pre-commit.yml by @tschm in #260
• Update release.yml by @tschm in #261
• Update .pre-commit-config.yaml by @tschm in #262
• Bump cvxgrp/.github from 1.1.0 to 1.4.0 by @dependabot in #264
• Bump scipy from 1.14.1 to 1.15.0 by @dependabot in #263
• Update pre-commit.yml by @tschm in #266
• Update Makefile by @tschm in #267
• Bump scipy from 1.15.0 to 1.15.1 by @dependabot in #270
• Bump scikit-learn from 1.6.0 to 1.6.1 by @dependabot in #269
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in #271
• Bump numpy from 2.2.1 to 2.2.2 by @dependabot in #273
• Delete .env by @tschm in #275
• Update .pre-commit-config.yaml by @tschm in #277
• Delete .python-version by @tschm in #276
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in #278
• Bump pre-commit from 4.0.1 to 4.1.0 by @dependabot in #279
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in #281
• Bump plotly from 5.24.1 to 6.0.0 by @dependabot in #285
• Bump clarabel from 0.9.0 to 0.10.0 by @dependabot in #286
• 282 update makefile for uv by @tschm in #283
• Update pre-commit.yml by @tschm in #288

New Contributors

• @pre-commit-ci made their first contribution in #271

Full Changelog: v0.1.5...v0.1.6

support of Python 3.12

What's Changed

• Update pyproject.toml by @tschm in #190
• Bump scipy from 1.12.0 to 1.13.0 by @dependabot in #192
• Bump scikit-learn from 1.4.1.post1 to 1.4.2 by @dependabot in #194
• Bump pandas from 2.2.1 to 2.2.2 by @dependabot in #193
• Bump cvxpy from 1.4.2 to 1.4.3 by @dependabot in #197
• Bump arch from 6.3.0 to 7.0.0 by @dependabot in #198
• Bump statsmodels from 0.14.1 to 0.14.2 by @dependabot in #196
• Bump plotly from 5.20.0 to 5.21.0 by @dependabot in #195
• Bump pytest from 8.1.1 to 8.2.0 by @dependabot in #199
• Bump tqdm from 4.66.2 to 4.66.3 by @dependabot in #202
• Bump plotly from 5.21.0 to 5.22.0 by @dependabot in #203
• Bump cvxpy from 1.4.3 to 1.5.1 by @dependabot in #206
• Bump pre-commit from 3.7.0 to 3.7.1 by @dependabot in #205
• Bump cvxsimulator from 0.9.17 to 0.9.18 by @dependabot in #204
• Bump pytest from 8.2.0 to 8.2.1 by @dependabot in #208
• Bump scipy from 1.13.0 to 1.13.1 by @dependabot in #210
• Bump scikit-learn from 1.4.2 to 1.5.0 by @dependabot in #209
• Bump pytest from 8.2.1 to 8.2.2 by @dependabot in #211
• remove broken homepage link by @tschm in #213
• Update book.yml by @tschm in #214
• Update book.yml (#214) (#216) by @tschm in #217
• cvxpy base by @tschm in #220

Full Changelog: v0.1.4...v0.1.5

Handling NaNs

iterated_ewma now handles NaNs and changing universes of assets. Updated readme file.

Paper version

The version used for experiments in paper.

v0.1.2: Bump plotly from 5.16.1 to 5.17.0 (#113)

Bumps [plotly](https://github.com/plotly/plotly.py) from 5.16.1 to 5.17.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.16.1...v5.17.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

with pre-commit and 100% coverage

Update combination.py (#51)

* Update combination.py

* precommit combination

with corrected book_url

v0.1.0

fix book url (#48)