Metadata-Version: 2.1
Name: CovRegpy
Version: 0.0.3
Summary: Regularised covariance regression software project based on Hoff and Niu (2012).
Home-page: https://github.com/Cole-vJ/CovRegpy.git
Download-URL: https://github.com/Cole-vJ/CovRegpy/archive/refs/tags/0.0.3.tar.gz
Author: Cole van Jaarsveldt
Author-email: colevj0303@gmail.com
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
Classifier: Development Status :: 5 - Production/Stable
Classifier: Intended Audience :: Developers
Classifier: Topic :: Software Development :: Build Tools
Classifier: License :: Free for non-commercial use
Classifier: Programming Language :: Python :: 3.11
License-File: LICENSE

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.
