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Version 0.0.62

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@ta-oliver ta-oliver released this 09 Dec 12:47
· 16 commits to main since this release
804b6b4

Change log:

  • adds MACDADX and Dochain strategies
  • floors volatility at minimum of 20-day realised vol and 0.01% for Kelly regressions
  • add check that all rules list required input series
  • linting