[FIX] backtester bug fix (#4) #5
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* [ENH] Added `HierarchicalRiskParity` - Added HRP optimizer - fixed minor bug which returns portfolio weights reference instead of copying - Improved documentation with minimal import syntax - Updated README/Documentation * [MNT] Improving documentation Improving docstrings and markdown documentation website. * [ENH] Improved `Backtester` Decoupled `rebalance_freq` and `reopt_freq` enabling users to customize the portfolio style. Also refactored `Backtester` class for better readability. Updated documentation and Readme with changes. * [FIX] `backtest` bug in `Backtester` Fixed backtesting bug where the return data was misaligned for computing drifted weights.
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HierarchicalRiskParityImproving docstrings and markdown documentation website.
BacktesterDecoupled
rebalance_freqandreopt_freqenabling users to customize the portfolio style. Also refactoredBacktesterclass for better readability.Updated documentation and Readme with changes.
backtestbug inBacktesterFixed backtesting bug where the return data was misaligned for computing drifted weights.