11 Commits

Author	SHA1	Message	Date
robertmartin8	23add87b1f	improved docstrings	2019-12-12 10:13:22 +00:00
robertmartin8	93652a5909	added support for non-diagonal ... omega inv	2019-12-11 16:10:17 +00:00
robertmartin8	ae870957ad	fixed implied returns (add risk free rate)	2019-12-11 16:03:01 +00:00
robertmartin8	7fef2614e9	avoid matrix inversion	2019-12-11 15:42:40 +00:00
robertmartin8	23e7f8a73a	make portfolio_performance use bl_cov	2019-12-11 15:36:22 +00:00
robertmartin8	fee1268db5	updated inline docs with types	2019-12-10 18:53:13 +00:00
robertmartin8	cfcafe14be	implemented portfolio_performance method	2019-12-10 18:33:47 +00:00
robertmartin8	0fd676d4a7	added Black-Litterman docs	2019-12-10 16:48:20 +00:00
robertmartin8	4e2baeea56	completed BL implementation	2019-12-10 12:54:49 +00:00
robertmartin8	42b75a48f0	incorporated cov with tests	2019-12-10 10:43:05 +00:00
robertmartin8	e9c95cf930	created BL module with tests and docs	2019-12-09 22:58:24 +00:00