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craftingdata · Sep 26, 2020 · 08e80dd · 08e80dd
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Showing 10 changed files with 16 additions and 9 deletions.
diff --git a/cookbook/1-RiskReturnModels.ipynb b/cookbook/1-RiskReturnModels.ipynb
@@ -20,7 +20,7 @@
     {
      "data": {
       "text/plain": [
-       "'1.2.5'"
+       "'1.2.6'"
       ]
      },
      "execution_count": 1,

diff --git a/cookbook/2-Mean-Variance-Optimisation.ipynb b/cookbook/2-Mean-Variance-Optimisation.ipynb
@@ -296,7 +296,7 @@
     {
      "data": {
       "text/plain": [
-       "'1.2.5'"
+       "'1.2.6'"
       ]
      },
      "execution_count": 6,

diff --git a/cookbook/3-Advanced-Mean-Variance-Optimisation.ipynb b/cookbook/3-Advanced-Mean-Variance-Optimisation.ipynb
@@ -268,7 +268,7 @@
     {
      "data": {
       "text/plain": [
-       "'1.2.5'"
+       "'1.2.6'"
       ]
      },
      "execution_count": 5,

diff --git a/cookbook/4-Black-Litterman-Allocation.ipynb b/cookbook/4-Black-Litterman-Allocation.ipynb
@@ -282,7 +282,7 @@
     {
      "data": {
       "text/plain": [
-       "'1.2.5'"
+       "'1.2.6'"
       ]
      },
      "execution_count": 6,

diff --git a/docs/Roadmap.rst b/docs/Roadmap.rst
@@ -65,6 +65,13 @@ Matplotlib now required dependency; support for pandas 1.0.
 - Added an error check for ``efficient_risk``. 
 - Small improvements to docs.
 
+1.2.6
+-----
+
+- Fixed order-dependence bug in Black-Litterman ``market_implied_prior_returns``
+- Fixed inaccuracy in BL cookbook.
+- Fixed bug in exponential covariance.
+
 1.1.0
 =====
 

diff --git a/docs/conf.py b/docs/conf.py
@@ -58,7 +58,7 @@
 # The short X.Y version.
 version = "1.2"
 # The full version, including alpha/beta/rc tags.
-release = "1.2.5"
+release = "1.2.6"
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

diff --git a/docs/index.rst b/docs/index.rst
@@ -15,7 +15,7 @@
                 <img src="https://img.shields.io/badge/python-v3-brightgreen.svg?style=flat-square"
                     alt="python"></a> &nbsp;
             <a href="https://pypi.org/project/PyPortfolioOpt/">
-                <img src="https://img.shields.io/badge/pypi-v1.2.5-brightgreen.svg?style=flat-square"
+                <img src="https://img.shields.io/badge/pypi-v1.2.6-brightgreen.svg?style=flat-square"
                     alt="python"></a> &nbsp;
             <a href="https://opensource.org/licenses/MIT">
                 <img src="https://img.shields.io/badge/license-MIT-brightgreen.svg?style=flat-square"

diff --git a/pypfopt/__init__.py b/pypfopt/__init__.py
@@ -10,7 +10,7 @@
 from .risk_models import CovarianceShrinkage
 
 
-__version__ = "1.2.5"
+__version__ = "1.2.6"
 
 __all__ = [
     "market_implied_prior_returns",

diff --git a/pyproject.toml b/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "PyPortfolioOpt"
-version = "1.2.5"
+version = "1.2.6"
 description = "Financial portfolio optimisation in python"
 license = "MIT"
 authors = ["Robert Andrew Martin <martin.robertandrew@gmail.com>"]

diff --git a/setup.py b/setup.py
@@ -9,7 +9,7 @@
 
 setup(
     name="PyPortfolioOpt",
-    version="1.2.5",
+    version="1.2.6",
     description="Financial portfolio optimisation in python",
     long_description=desc,
     long_description_content_type="text/markdown",