smolquants/ape-risk

Issues

• chore: Upgrade `eth-ape>=0.6.0`

  #14 opened a year ago by fmrmf
  0

• feat: GBMs adjusted to risk neutral

  #12 opened 2 years ago by fmrmf
  0

• fix: initial value in `multi_gbms` should be a `np.ndarray`

  #11 opened 2 years ago by fmrmf
  0

• feat: Multivariate correlated sims

  #5 opened 2 years ago by fmrmf
  0

• feat: Multivariate Monte Carlo with non-normal distribution

  #10 opened 2 years ago by fmrmf
  0

• feat: Historical backtesting

  #2 opened 2 years ago by fmrmf
  0

• feat: pytest fixtures for mock data

  #4 opened 2 years ago by fmrmf
  1

• feat: Monte Carlo sims for testing

  #1 opened 2 years ago by fmrmf
  0