v0.2.131

Release Notes for Version 0.2.131

New Features

• Risk Parity Meta Class : Meta Class to generate Risk Parity Portfolio is appended.

• FinHelper - rolling : rolling calculation the financial data by n quarters.

• Content Factory US Factor: Introduced a new feature in the ContentFactory to handle US factors.

Revision

• Changed ContentFactory to get catalogue information via API

• Risk Parity Portfolio defense logic added for 0 risk.

• Risk Parity Portfolio now supports models using factset id.

• Tiny bug fix in Risk Parity Portfolio.

• Add MxFinter, who is an assistant for Alpha Modeling.

• Bug fix for vnm models in Risk Parity meta portfolio.

• Implemented an exponential backoff retry mechanism for GET method requests that encounter a 500 error

Documentation

• Fundamental Usage : Add sample code for FinHelper rolling