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Basket orders & Documentation & Restructuring #1

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merged 8 commits into from
Feb 8, 2023
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@bsdz bsdz commented Feb 8, 2023

Also bump up minor release version.

bsdz added 8 commits January 31, 2023 23:05
Add lagrangian solver for min variance.
Create PositionalBasketOrder, fix logic around book percent mode.
refactor hrp to use corr, std over corr, cov
Restructure modules.
Improve readme.
@bsdz bsdz merged commit d21dff1 into main Feb 8, 2023
@bsdz bsdz deleted the basket_orders branch February 8, 2023 00:17
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