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pyfolio v0.3.1 Release Notes

Release Date: 2015-11-12 // over 8 years ago

  • 🛠 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 by @MridulS
    • Bayesian tear-sheet now accepts 'Fama-French' option to do Bayesian multivariate regression against Fama-French risk factors PR200 by Shane Bussman
    • Plotting of monthly returns PR195

    🐛 Bug fixes

    • pos.get_percent_alloc was not handling short allocations correctly PR201
    • UTC bug with cached Fama-French factors commit
    • Sector map was not being passed from create_returns_tearsheet commit
    • 🆕 New sector mapping feature was not Python 3 compatible PR201

    🚧 Maintenance

    • 🗄 We now depend on pandas-datareader as the yahoo finance loaders from pandas will be deprecated PR181 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: