Roadmap and Changelog¶
Version 1.O.O¶
This version is the first release of Pipoh documentation.
First version was launched with the following characteristics.
Diversification techniques for portfolio optimization: 11 diversification and mean-variance strategies.
Hyper-parameters description: Data-driven method for determining the optimal value of the hyper-parameter associated with each eppoch.
Datasets description: 10 datasets focused on different markets.
Performance evaluation metrics: Includes 6 performance metrics.
Pipoh is extensive and easily extensible, and it can be used to formulate your own strategies and use all capabilities of the library like hyper-parameters selection and evaluation metrics.
Pipoh has been conceived for different types of end-profiles.
Investors and serious investment practitioners.
Students that want to take contact with mean-variance strategies.
Researchers that are looking for to desing, evaluate and test new strategies.