CovRegpy

Name	CovRegpy JSON
Version	0.0.3 JSON
	download
home_page	https://github.com/Cole-vJ/CovRegpy.git
Summary	Regularised covariance regression software project based on Hoff and Niu (2012).
upload_time	2024-01-06 18:09:07
maintainer
docs_url	None
author	Cole van Jaarsveldt
requires_python
license	cc-by-nc-4.0
keywords	portfolio optimisation regularised covariance regression (rcr) empirical mode decomposition (emd) singular spectrum analysis (ssa) singular spectrum decomposition (ssd) x11 implicit factors risk premia parity risk parity long\short equity
VCS
bugtrack_url
requirements	No requirements were recorded.
Travis-CI	No Travis.
coveralls test coverage	No coveralls.

            Regularised Covariance regression software project based on Hoff and Niu (2012). This package was developed out of research performed by Cole van Jaarsveldt, Gareth W. Peters, Matthew Ames, and Mike Chantler. This package was built entirely using Python 3.11.5 - Python guarantees backwards compatibility which should ensure that this software package functions as expected on all future Python versions.

            

Raw data

            {
    "_id": null,
    "home_page": "https://github.com/Cole-vJ/CovRegpy.git",
    "name": "CovRegpy",
    "maintainer": "",
    "docs_url": null,
    "requires_python": "",
    "maintainer_email": "",
    "keywords": "Portfolio Optimisation,Regularised Covariance Regression (RCR),Empirical Mode Decomposition (EMD),Singular Spectrum Analysis (SSA),Singular Spectrum Decomposition (SSD),X11,Implicit Factors,Risk Premia Parity,Risk Parity,Long\\Short Equity",
    "author": "Cole van Jaarsveldt",
    "author_email": "colevj0303@gmail.com",
    "download_url": "https://files.pythonhosted.org/packages/ee/e5/d80631e25263fdc64033de7660b2d26a7727298ade0b4811b5b0efff2722/CovRegpy-0.0.3.tar.gz",
    "platform": null,
    "description": "Regularised Covariance regression software project based on Hoff and Niu (2012). This package was developed out of research performed by Cole van Jaarsveldt, Gareth W. Peters, Matthew Ames, and Mike Chantler. This package was built entirely using Python 3.11.5 - Python guarantees backwards compatibility which should ensure that this software package functions as expected on all future Python versions.\n",
    "bugtrack_url": null,
    "license": "cc-by-nc-4.0",
    "summary": "Regularised covariance regression software project based on Hoff and Niu (2012).",
    "version": "0.0.3",
    "project_urls": {
        "Download": "https://github.com/Cole-vJ/CovRegpy/archive/refs/tags/0.0.3.tar.gz",
        "Homepage": "https://github.com/Cole-vJ/CovRegpy.git"
    },
    "split_keywords": [
        "portfolio optimisation",
        "regularised covariance regression (rcr)",
        "empirical mode decomposition (emd)",
        "singular spectrum analysis (ssa)",
        "singular spectrum decomposition (ssd)",
        "x11",
        "implicit factors",
        "risk premia parity",
        "risk parity",
        "long\\short equity"
    ],
    "urls": [
        {
            "comment_text": "",
            "digests": {
                "blake2b_256": "eee5d80631e25263fdc64033de7660b2d26a7727298ade0b4811b5b0efff2722",
                "md5": "91f110e4661d191159cfa94ac2dbffc7",
                "sha256": "216138b19e40b8dd11739f465b778c554a7176d80cbe791c0a6c8cc574b6c66c"
            },
            "downloads": -1,
            "filename": "CovRegpy-0.0.3.tar.gz",
            "has_sig": false,
            "md5_digest": "91f110e4661d191159cfa94ac2dbffc7",
            "packagetype": "sdist",
            "python_version": "source",
            "requires_python": null,
            "size": 43687,
            "upload_time": "2024-01-06T18:09:07",
            "upload_time_iso_8601": "2024-01-06T18:09:07.063185Z",
            "url": "https://files.pythonhosted.org/packages/ee/e5/d80631e25263fdc64033de7660b2d26a7727298ade0b4811b5b0efff2722/CovRegpy-0.0.3.tar.gz",
            "yanked": false,
            "yanked_reason": null
        }
    ],
    "upload_time": "2024-01-06 18:09:07",
    "github": true,
    "gitlab": false,
    "bitbucket": false,
    "codeberg": false,
    "github_user": "Cole-vJ",
    "github_project": "CovRegpy",
    "travis_ci": false,
    "coveralls": false,
    "github_actions": false,
    "requirements": [],
    "lcname": "covregpy"
}