v1.1.11 (#118)

* README updates

* Docs update

* Poetry update

Author: antonvorobets

README.rst

@@ -15,7 +15,7 @@ Fortitudo Technologies Open Source
 This package allows you to explore open-source implementations of some of our
 fundamental methods, e.g., Entropy Pooling and CVaR optimization in Python.
 
-See this `YouTube playlist <https://www.youtube.com/playlist?list=PLfI2BKNVj_b2rurUsCtc2F8lqtPWqcs2K>`_
+Watch this `YouTube playlist <https://www.youtube.com/playlist?list=PLfI2BKNVj_b2rurUsCtc2F8lqtPWqcs2K>`_
 for a walkthrough of the package's functionality and examples.
 
 For a high-level introduction to the investment framework, see this `YouTube video <https://youtu.be/4ESigySdGf8>`_
@@ -28,7 +28,7 @@ For a pedagogical and deep presentation of the investment framework, see the
 `Portfolio Construction and Risk Management Book <https://antonvorobets.substack.com/p/pcrm-book>`_.
 
 To build the deepest understanding of all the theories and methods, you can
-complete the `Applied Quantitative Investment Management Course <https://antonvorobets.substack.com/p/course-q-and-a>`_.
+complete the `Applied Quantitative Investment Management Course <https://antonvorobets.substack.com/t/course>`_.
 
 Audience
 --------

docs/build/doctrees/environment.pickle

@@ -28,22 +28,29 @@ The repository contains the following examples:
 9) The accompanied code for :cite:t:`KristensenVorobets2024`, illustrating
    the effect of parameter uncertainty and introducing Exposure Stacking.
 10) The accompanied code for :cite:t:`Vorobets2024`, illustrating how to
-    optimize derivative portfolios using Entropy Pooling and Expsoure Stacking.
+    optimize derivative portfolios using Entropy Pooling and Expsoure Stacking
+11) The accompanied code for :cite:t:`KristensenVorobets2025`, illustrating
+    the Fully Flexible Resampling method introduced in the
+    `Portfolio Construction and Risk Management Book <https://antonvorobets.substack.com/p/pcrm-book>`_
+12) The accompanied code for :cite:t:`Vorobets2025` that performs tests
+    for normality of US equity index returns and rejects the Aggregational
+    Gaussianity hypothesis
 
-See this `YouTube playlist <https://www.youtube.com/playlist?list=PLfI2BKNVj_b2rurUsCtc2F8lqtPWqcs2K>`_
+Watch this `YouTube playlist <https://www.youtube.com/playlist?list=PLfI2BKNVj_b2rurUsCtc2F8lqtPWqcs2K>`_
 for a walkthrough of the package's functionality and examples. The examples are
-good places to start exploring the functionality of this package. We have very
-limited resources for support in relation to these, but please let us know if you
-have suggestions for how we can improve them and make them easier to understand.
+good places to start exploring the functionality of this package.
 
 For a high-level introduction to the investment framework, see this `YouTube video <https://youtu.be/4ESigySdGf8>`_
-and `Medium article <https://medium.com/@ft_anvo/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347>`_.
-For an in-depth mathematical introduction to the investment framework, see
-these `SSRN articles <https://ssrn.com/author=2738420>`_.
+and `Substack post <https://open.substack.com/pub/antonvorobets/p/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347>`_.
 
-For a careful and pedagogical presentation of the investment framework,
-see the `Portfolio Construction and Risk Management Book <https://igg.me/at/pcrm-book>`_
-crowdfunding campaign.
+For a mathematical introduction to the investment framework, see these
+`SSRN articles <https://ssrn.com/author=2738420>`_.
+
+For a pedagogical and deep presentation of the investment framework, see the
+`Portfolio Construction and Risk Management Book <https://antonvorobets.substack.com/p/pcrm-book>`_.
+
+To build the deepest understanding of all the theories and methods, you can
+complete the `Applied Quantitative Investment Management Course <https://antonvorobets.substack.com/t/course>`_.
 
 You can explore the examples in the cloud without any local installations using
 `Binder <https://mybinder.org/v2/gh/fortitudo-tech/fortitudo.tech/main?labpath=examples>`_.

docs/build/doctrees/examples.doctree

@@ -17,7 +17,7 @@ For a pedagogical and deep presentation of the investment framework,
 see the `Portfolio Construction and Risk Management Book <https://antonvorobets.substack.com/p/pcrm-book>`_.
 
 To build the deepest understanding of all the theories and methods, you can
-complete the `Applied Quantitative Investment Management Course <https://antonvorobets.substack.com/p/course-q-and-a>`_.
+complete the `Applied Quantitative Investment Management Course <https://antonvorobets.substack.com/t/course>`_.
 
 Audience
 --------

docs/build/doctrees/index.doctree

@@ -38,7 +38,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.10
+                v1.1.11
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">

docs/build/doctrees/references.doctree

@@ -39,7 +39,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.10
+                v1.1.11
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">

docs/build/html/_sources/examples.rst.txt

@@ -39,7 +39,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.10
+                v1.1.11
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">
@@ -108,20 +108,25 @@ <h1>Examples<a class="headerlink" href="#examples" title="Link to this heading">
 <li><p>The accompanied code for <span id="id5">Kristensen and Vorobets [<a class="reference internal" href="references.html#id9" title="L. Kristensen and A. Vorobets. Portfolio optimization and parameter uncertainty. SSRN, 2024. URL: https://ssrn.com/abstract=4709317.">2024</a>]</span>, illustrating
 the effect of parameter uncertainty and introducing Exposure Stacking.</p></li>
 <li><p>The accompanied code for <span id="id6">Vorobets [<a class="reference internal" href="references.html#id10" title="A. Vorobets. Derivatives portfolio optimization and parameter uncertainty. SSRN, 2024. URL: https://ssrn.com/abstract=4825945.">2024</a>]</span>, illustrating how to
-optimize derivative portfolios using Entropy Pooling and Expsoure Stacking.</p></li>
+optimize derivative portfolios using Entropy Pooling and Expsoure Stacking</p></li>
+<li><p>The accompanied code for <span id="id7">Kristensen and Vorobets [<a class="reference internal" href="references.html#id11" title="L. Kristensen and A. Vorobets. Time- and state-dependent resampling. SSRN, 2025. URL: https://ssrn.com/abstract=5117589.">2025</a>]</span>, illustrating
+the Fully Flexible Resampling method introduced in the
+<a class="reference external" href="https://antonvorobets.substack.com/p/pcrm-book">Portfolio Construction and Risk Management Book</a></p></li>
+<li><p>The accompanied code for <span id="id8">Vorobets [<a class="reference internal" href="references.html#id12" title="A. Vorobets. The normal distribution myth. SSRN, 2025. URL: https://ssrn.com/abstract=5283255.">2025</a>]</span> that performs tests
+for normality of US equity index returns and rejects the Aggregational
+Gaussianity hypothesis</p></li>
 </ol>
-<p>See this <a class="reference external" href="https://www.youtube.com/playlist?list=PLfI2BKNVj_b2rurUsCtc2F8lqtPWqcs2K">YouTube playlist</a>
+<p>Watch this <a class="reference external" href="https://www.youtube.com/playlist?list=PLfI2BKNVj_b2rurUsCtc2F8lqtPWqcs2K">YouTube playlist</a>
 for a walkthrough of the package’s functionality and examples. The examples are
-good places to start exploring the functionality of this package. We have very
-limited resources for support in relation to these, but please let us know if you
-have suggestions for how we can improve them and make them easier to understand.</p>
+good places to start exploring the functionality of this package.</p>
 <p>For a high-level introduction to the investment framework, see this <a class="reference external" href="https://youtu.be/4ESigySdGf8">YouTube video</a>
-and <a class="reference external" href="https://medium.com/&#64;ft_anvo/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347">Medium article</a>.
-For an in-depth mathematical introduction to the investment framework, see
-these <a class="reference external" href="https://ssrn.com/author=2738420">SSRN articles</a>.</p>
-<p>For a careful and pedagogical presentation of the investment framework,
-see the <a class="reference external" href="https://igg.me/at/pcrm-book">Portfolio Construction and Risk Management Book</a>
-crowdfunding campaign.</p>
+and <a class="reference external" href="https://open.substack.com/pub/antonvorobets/p/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347">Substack post</a>.</p>
+<p>For a mathematical introduction to the investment framework, see these
+<a class="reference external" href="https://ssrn.com/author=2738420">SSRN articles</a>.</p>
+<p>For a pedagogical and deep presentation of the investment framework, see the
+<a class="reference external" href="https://antonvorobets.substack.com/p/pcrm-book">Portfolio Construction and Risk Management Book</a>.</p>
+<p>To build the deepest understanding of all the theories and methods, you can
+complete the <a class="reference external" href="https://antonvorobets.substack.com/t/course">Applied Quantitative Investment Management Course</a>.</p>
 <p>You can explore the examples in the cloud without any local installations using
 <a class="reference external" href="https://mybinder.org/v2/gh/fortitudo-tech/fortitudo.tech/main?labpath=examples">Binder</a>.
 However, note that Binder servers have very limited resources and might not support