v1.11.12 (#121)

* Development requirements update

* README updates

* Docs updates

* Poetry updates

* Update tests.yml micromamba test

* Update tests.yml

* Update tests.yml v3 test

* Requirements.yml rollback

Author: antonvorobets

.github/workflows/tests.yml

@@ -13,7 +13,7 @@ jobs:
         shell: bash -l {0}
     steps:
       - uses: actions/checkout@v3
-      - uses: conda-incubator/setup-miniconda@v2
+      - uses: conda-incubator/setup-miniconda@v3
         with:
           activate-environment: fortitudo.tech-dev
           environment-file: requirements.yml

README.rst

@@ -15,17 +15,14 @@ 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.
 
-Watch this `YouTube playlist <https://www.youtube.com/playlist?list=PLfI2BKNVj_b2rurUsCtc2F8lqtPWqcs2K>`_
+You can 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>`_
+For a high-level introduction to the investment framework, watch this `YouTube video <https://youtu.be/4ESigySdGf8>`_
 and `Substack post <https://open.substack.com/pub/antonvorobets/p/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347>`_.
 
-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>`_.
+For a pedagogical and deep presentation of the investment framework and its methods,
+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>`_.
@@ -77,6 +74,12 @@ Disclaimer
 
 This package is completely separate from our proprietary solutions and therefore
 not representative of the quality and functionality offered by the Investment Simulation
-and Investment Analysis modules. If you are an institutional investor and want to
-experience how these methods can be used for sophisticated analysis in practice,
-please request a demo by sending an email to demo@fortitudo.tech.
+and Investment Analysis modules.
+
+For a short comparison of which CVaR problems the Investment Analysis module can solve
+and at what speed, see the
+`cvar-optimization-benchmarks repository <https://github.com/fortitudo-tech/cvar-optimization-benchmarks>`_.
+
+If you are an institutional investor and want to experience how these methods
+can be used for sophisticated analysis in practice, please request a demo by
+sending an email to demo@fortitudo.tech.

docs/build/doctrees/documentation.doctree

@@ -33,7 +33,7 @@ Entropy Pooling
 
 The Entropy Pooling approach solves the problem
 
-.. math:: q=\text{argmin}\left\{ x'\left(\ln x-\ln p\right)\right\},
+.. math:: q=\text{argmin}\left\{ x^{T}\left(\ln x-\ln p\right)\right\},
 
 subject to the constraints
 

docs/build/doctrees/environment.pickle

@@ -4,16 +4,13 @@ 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>`_
+You can 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>`_
+For a high-level introduction to the investment framework, watch this `YouTube video <https://youtu.be/4ESigySdGf8>`_
 and `Substack post <https://open.substack.com/pub/antonvorobets/p/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347>`_.
 
-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,
+For a pedagogical and deep presentation of the investment framework and its methods,
 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
@@ -39,9 +36,15 @@ Disclaimer
 
 This package is completely separate from our proprietary solutions and therefore
 not representative of the quality and functionality offered by the Investment Simulation
-and Investment Analysis modules. If you are an institutional investor and want to
-experience how these methods can be used for sophisticated analysis in practice,
-please request a demo by sending an email to demo@fortitudo.tech.
+and Investment Analysis modules.
+
+For a short comparison of which CVaR problems the Investment Analysis module can solve
+and at what speed, see the
+`cvar-optimization-benchmarks repository <https://github.com/fortitudo-tech/cvar-optimization-benchmarks>`_.
+
+If you are an institutional investor and want to experience how these methods
+can be used for sophisticated analysis in practice, please request a demo by
+sending an email to demo@fortitudo.tech.
 
 Code of Conduct
 ---------------
@@ -52,7 +55,7 @@ packages, please report them directly to the maintainers of the upstream package
 
 .. meta::
    :description lang=en: Fortitudo Techonologies' open-source Python code that allows you to
-      combine Entropy Pooling with CVaR optimization for fully general distributions.
+      combine Entropy Pooling with CVaR optimization of fully general distributions.
    :keywords: Conditional Value-at-Risk, Entropy Pooling, Python, Investment, Quant, Finance
 
 .. toctree::

docs/build/doctrees/index.doctree

@@ -38,7 +38,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.11
+                v1.1.12
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">

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

@@ -39,7 +39,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.11
+                v1.1.12
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">
@@ -230,7 +230,7 @@ <h2>Data<a class="headerlink" href="#data" title="Link to this heading"></a><
 <h2>Entropy Pooling<a class="headerlink" href="#entropy-pooling" title="Link to this heading"></a></h2>
 <p>The Entropy Pooling approach solves the problem</p>
 <div class="math notranslate nohighlight">
-\[q=\text{argmin}\left\{ x'\left(\ln x-\ln p\right)\right\},\]</div>
+\[q=\text{argmin}\left\{ x^{T}\left(\ln x-\ln p\right)\right\},\]</div>
 <p>subject to the constraints</p>
 <div class="math notranslate nohighlight">
 \[\begin{split}Ax=b, \\Gx\leq h.\end{split}\]</div>

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

@@ -39,7 +39,7 @@
             fortitudo.tech
           </a>
               <div class="version">
-                v1.1.11
+                v1.1.12
               </div>
 <div role="search">
   <form id="rtd-search-form" class="wy-form" action="search.html" method="get">