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Diff for: ‎precise/skatervaluation/battledata/m6implied.py

+89-89
Original file line numberDiff line numberDiff line change
@@ -1,95 +1,95 @@
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2-
stock_vols = {'ABBV':25.6,
3-
'ACN':36.2,
4-
'AEP':22.1,
5-
'AIZ':23.6,
6-
'ALLE':34.2,
7-
'AMAT':46,
8-
'AMP':34.6,
9-
'AMZN':48.3,
10-
'AVB':27.9,
11-
'AVY':32.6,
12-
'AXP':36.9,
13-
'BDX':24.5,
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'BMY':20.9,
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'BF-B':18.6,
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'BR':30.5,
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'CARR':24.4,
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'CDW':33.9,
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'CE':30.8,
20-
'CHTR':34.6,
21-
'CNC':36.5,
22-
'CNP':21.0,
23-
'COP':40.8,
24-
'CTAS':32.6,
25-
'CZR':70.8,
26-
'DG':33.4,
27-
'DPZ':36.0,
28-
'DRE':40.8,
29-
'DXC':47.5,
30-
'FB':45.9,
31-
'FTV':30.7,
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'GOOG':36.5,
33-
'GPC':28.5,
34-
'HIG':27.8,
35-
'HST':39.0,
36-
'JPM':30.2,
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'KR':45.2,
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'OGN':35.5,
39-
'PG':23.3,
40-
'PPL':18.6,
41-
'PYPL':56.7,
42-
'RE':26.8,
43-
'ROL':28.2,
44-
'ROST':43.0,
45-
'UNH':27.7,
46-
'URI':44.2,
47-
'V':31.9,
48-
'VRSK':28.0,
49-
'PRU':30.5,
50-
'WRK':35.5,
51-
'XOM':33.2}
2+
stock_vols = {'ABBV':21.7,
3+
'ACN':23.9,
4+
'AEP':17.1,
5+
'AIZ':18.4,
6+
'ALLE':24.8,
7+
'AMAT':39.4,
8+
'AMP':25.8,
9+
'AMZN':33.6,
10+
'AVB':22.4,
11+
'AVY':23.7,
12+
'AXP':26.8,
13+
'BDX':19.6,
14+
'BMY':21.1,
15+
'BF-B':23.3,
16+
'BR':21.4,
17+
'CARR':26.2,
18+
'CDW':23.8,
19+
'CE':30.3,
20+
'CHTR':30.8,
21+
'CNC':24.9,
22+
'CNP':18.7,
23+
'COP':39.5,
24+
'CTAS':22.7,
25+
'CZR':59.4,
26+
'DG':30.3,
27+
'DPZ':25.1,
28+
'DRE':23.6,
29+
'DXC':36.9,
30+
'FB':40.9,
31+
'FTV':22.4,
32+
'GOOG':27.5,
33+
'GPC':19.8,
34+
'HIG':20.8,
35+
'HST':32.4,
36+
'JPM':24.7,
37+
'KR':35.7,
38+
'OGN':28.4,
39+
'PG':16.9,
40+
'PPL':17.6,
41+
'PRU':23.7,
42+
'PYPL':42.8,
43+
'RE':19.1,
44+
'ROL':28.7,
45+
'ROST':32.8,
46+
'UNH':20.6,
47+
'URI':34.7,
48+
'V':24.0,
49+
'VRSK':19.7,
50+
'WRK':29.9,
51+
'XOM':32.6}
5252

53-
etf_vols={'EWA':21.5,
54-
'EWC':22.0,
55-
'EWG':26.1,
56-
'EWH':23.7,
57-
'EWJ':19.0,
58-
'EWL':23.8,
59-
'EWQ':20.8,
60-
'EWT':25.5,
61-
'EWU':17.9,
62-
'EWY':25.2,
63-
'EWZ':28.9,
64-
'GSG':32.5,
65-
'HYG':12.2,
66-
'IAU':14.6,
67-
'ICLN':35.0,
68-
'IEF':9.0,
69-
'IEMG':24.5,
53+
etf_vols={'EWA':18.9,
54+
'EWC':20.4,
55+
'EWG':28.4,
56+
'EWH':16.2,
57+
'EWJ':16.5,
58+
'EWL':19.4,
59+
'EWQ':26.2,
60+
'EWT':21.9,
61+
'EWU':19.3,
62+
'EWY':22.8,
63+
'EWZ':34.4,
64+
'GSG':30.6,
65+
'HYG':12.8,
66+
'IAU':14.3,
67+
'ICLN':35.9,
68+
'IEF':10.1,
69+
'IEMG':17.4,
7070
'IEUS':20,
71-
'IGF':21.4,
72-
'INDA':36.4,
73-
'IVV':25.7,
74-
'IWM':29.9,
75-
'IXN':34.4,
76-
'LQD':10.8,
77-
'MCHI':38.7,
78-
'REET':24.6,
79-
'SHY':2.7,
80-
'SLV':26.8,
81-
'TLT':19.5,
82-
'VXX':81.6,
83-
'XLB':25.4,
84-
'XLC':28.9,
85-
'XLE':35.2,
86-
'XLF':25.9,
87-
'XLI':23.3,
88-
'XLK':32.7,
89-
'XLP':19.9,
90-
'XLU':19.2,
91-
'XLV':20.6,
92-
'XLY':35.2}
71+
'IGF':17.1,
72+
'INDA':17.1,
73+
'IVV':18.2,
74+
'IWM':23.6,
75+
'IXN':25.2,
76+
'LQD':11.4,
77+
'MCHI':26.2,
78+
'REET':16.9,
79+
'SHY':2.6,
80+
'SLV':27.2,
81+
'TLT':18.5,
82+
'VXX':77.6,
83+
'XLB':20.0,
84+
'XLC':23.7,
85+
'XLE':33.1,
86+
'XLF':20.2,
87+
'XLI':17.8,
88+
'XLK':23.6,
89+
'XLP':13.6,
90+
'XLU':16.4,
91+
'XLV':16.0,
92+
'XLY':27.4}
9393

9494
all_vols = stock_vols.copy()
9595
all_vols.update(etf_vols)

Diff for: ‎setup.py

+1-1
Original file line numberDiff line numberDiff line change
@@ -7,7 +7,7 @@
77

88
setup(
99
name="precise",
10-
version="0.10.26",
10+
version="0.10.27",
1111
description="Online covariance, precision, portfolios and ensembles",
1212
long_description=README,
1313
long_description_content_type="text/markdown",

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