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Okama 1.2.1

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@chilango74 chilango74 released this 13 Jul 10:21
· 273 commits to master since this release

New features:

  • get_tangency_portfolio() can calculate tangency portfolio weights for CAGR (rate of return with geometric mean).

Fix:

  • base currency first_date and last_date were calculated wrong in AssetList, Portfolio and EfficientFrontier