From d32b22b8b316460cde7ef825bbbdd54c2aa734de Mon Sep 17 00:00:00 2001 From: Anton Vorobets Date: Fri, 16 Jan 2026 10:49:50 +0100 Subject: [PATCH 1/2] Added SeqEP lecture link --- examples/1_EntropyPooling.ipynb | 4 +++- examples/2_SequentialEntropyPooling.ipynb | 4 +++- 2 files changed, 6 insertions(+), 2 deletions(-) diff --git a/examples/1_EntropyPooling.ipynb b/examples/1_EntropyPooling.ipynb index 236b816..deef2b4 100644 --- a/examples/1_EntropyPooling.ipynb +++ b/examples/1_EntropyPooling.ipynb @@ -9,7 +9,9 @@ "\n", "You can watch a video walkthrough of the example here: https://youtu.be/hDt103zEML8.\n", "\n", - "For additional useful information about Entropy Pooling and an application of the sequential heuristic H1 to S&P 500 and STOXX 50 data, see the next example as well as this video walkthrough: https://youtu.be/DK1Pv5tuLgo." + "For additional useful information about Entropy Pooling and an application of the sequential heuristic H1 to S&P 500 and STOXX 50 data, see the next example as well as this video walkthrough: https://youtu.be/DK1Pv5tuLgo.\n", + "\n", + "You can watch a full lecture on Sequential Entropy Pooling (SeqEP) here: https://antonvorobets.substack.com/p/sequential-entropy-pooling-anton-vorobets-university-hohenheim" ] }, { diff --git a/examples/2_SequentialEntropyPooling.ipynb b/examples/2_SequentialEntropyPooling.ipynb index ddc0afd..db47113 100644 --- a/examples/2_SequentialEntropyPooling.ipynb +++ b/examples/2_SequentialEntropyPooling.ipynb @@ -9,7 +9,9 @@ "\n", "At the end, there is an example of how to apply Entropy Pooling in a sequential way for even better results. For more on sequential Entropy Pooling, see https://ssrn.com/abstract=3936392. For a video walkthrough of the article and its accompanied code, see https://youtu.be/hDt103zEML8.\n", "\n", - "You can watch a video walkthrough of this example and learn more about Entropy Pooling here: https://youtu.be/DK1Pv5tuLgo." + "You can watch a video walkthrough of this example and learn more about Entropy Pooling here: https://youtu.be/DK1Pv5tuLgo.\n", + "\n", + "You can watch a full lecture on Sequential Entropy Pooling (SeqEP) here: https://antonvorobets.substack.com/p/sequential-entropy-pooling-anton-vorobets-university-hohenheim" ] }, { From 95d424444fd7c10f77b6a6281d2d2be07f4e5e67 Mon Sep 17 00:00:00 2001 From: Anton Vorobets Date: Fri, 16 Jan 2026 10:50:16 +0100 Subject: [PATCH 2/2] Poetry update --- poetry.lock | 18 +++++++++--------- pyproject.toml | 2 +- 2 files changed, 10 insertions(+), 10 deletions(-) diff --git a/poetry.lock b/poetry.lock index 1967f4a..81c6f80 100644 --- a/poetry.lock +++ b/poetry.lock @@ -213,14 +213,14 @@ woff = ["brotli (>=1.0.1)", "brotlicffi (>=0.8.0)", "zopfli (>=0.1.4)"] [[package]] name = "fortitudo-tech" -version = "1.1.13" +version = "1.2.1" description = "Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python." category = "dev" optional = false python-versions = "<3.14,>=3.9" files = [ - {file = "fortitudo_tech-1.1.13-py3-none-any.whl", hash = "sha256:c0b2deb14ea628e687651312c40fbf2bdd769cd4f7ad9f0663d435f0e09f9e83"}, - {file = "fortitudo_tech-1.1.13.tar.gz", hash = "sha256:035ceacb256c83ae0bfee0349efda8180d99ad3168ceaabaa6d334cdd787d720"}, + {file = "fortitudo_tech-1.2.1-py3-none-any.whl", hash = "sha256:63c71945ef73aa991e18abc6b741719fc4480fbf63b66f2191a2a0d41c8a277c"}, + {file = "fortitudo_tech-1.2.1.tar.gz", hash = "sha256:77f670e8615516bc0a98e28973453841204702f85362fa2c55cc7306f57d6461"}, ] [package.dependencies] @@ -737,14 +737,14 @@ xmp = ["defusedxml"] [[package]] name = "pyparsing" -version = "3.2.5" +version = "3.3.1" description = "pyparsing - Classes and methods to define and execute parsing grammars" category = "dev" optional = false python-versions = ">=3.9" files = [ - {file = "pyparsing-3.2.5-py3-none-any.whl", hash = "sha256:e38a4f02064cf41fe6593d328d0512495ad1f3d8a91c4f73fc401b3079a59a5e"}, - {file = "pyparsing-3.2.5.tar.gz", hash = "sha256:2df8d5b7b2802ef88e8d016a2eb9c7aeaa923529cd251ed0fe4608275d4105b6"}, + {file = "pyparsing-3.3.1-py3-none-any.whl", hash = "sha256:023b5e7e5520ad96642e2c6db4cb683d3970bd640cdf7115049a6e9c3682df82"}, + {file = "pyparsing-3.3.1.tar.gz", hash = "sha256:47fad0f17ac1e2cad3de3b458570fbc9b03560aa029ed5e16ee5554da9a2251c"}, ] [package.extras] @@ -834,14 +834,14 @@ files = [ [[package]] name = "tzdata" -version = "2025.2" +version = "2025.3" description = "Provider of IANA time zone data" category = "dev" optional = false python-versions = ">=2" files = [ - {file = "tzdata-2025.2-py2.py3-none-any.whl", hash = "sha256:1a403fada01ff9221ca8044d701868fa132215d84beb92242d9acd2147f667a8"}, - {file = "tzdata-2025.2.tar.gz", hash = "sha256:b60a638fcc0daffadf82fe0f57e53d06bdec2f36c4df66280ae79bce6bd6f2b9"}, + {file = "tzdata-2025.3-py2.py3-none-any.whl", hash = "sha256:06a47e5700f3081aab02b2e513160914ff0694bce9947d6b76ebd6bf57cfc5d1"}, + {file = "tzdata-2025.3.tar.gz", hash = "sha256:de39c2ca5dc7b0344f2eba86f49d614019d29f060fc4ebc8a417896a620b56a7"}, ] [[package]] diff --git a/pyproject.toml b/pyproject.toml index bd58e32..823b844 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -1,6 +1,6 @@ [tool.poetry] name = "entropy-pooling" -version = "1.0.9" +version = "1.0.10" description = "Entropy Pooling in Python with a BSD 3-Clause license." authors = ["Fortitudo Technologies "] license = "BSD-3-Clause"