Metadata-Version: 1.1
Name: CovRegpy
Version: 0.0.1
Summary: Regularised covariance regression software project based on Hoff and Niu (2012).
Home-page: https://github.com/Cole-vJ/CovRegpy.git
Author: Cole van Jaarsveldt
Author-email: colevj0303@gmail.com
License: gpl-3.0
Download-URL: https://github.com/Cole-vJ/CovRegpy/archive/refs/tags/0.0.1.tar.gz
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 3.7.0 - Python guarantees backwards compatibility which should ensure that this software package functions as expected on all future Python versions.
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
Platform: UNKNOWN
Classifier: Development Status :: 5 - Production/Stable
Classifier: Intended Audience :: Developers
Classifier: Topic :: Software Development :: Build Tools
Classifier: License :: OSI Approved :: GNU General Public License v3 (GPLv3)
Classifier: Programming Language :: Python :: 3.7
