Change Log

Version 0 (Beta)

Release 0.1.3

Initial release as of May 5, 2020.

Release 0.1.4

Current release as of May 12, 2020.

• Fixed logical error that improperly computed the average (equal-weighted) size of firms for a portfolio: June ME - which is used to sort portfolios - was used instead of the current period’s market value of equity ME.