CHANGELOG
=========
All notable changes to this project will be documented in this file.

The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).

## [0.0.3] - 2021-07-11
### Changed
- Add numba in order to speed up the backtest methods.
- Change inefficient code.

## [0.0.2] - 2021-07-01
### Added
- Add new metric `Conditional Drawdown at Risk` (CDaR).
- Add backtest generation, validation and plotting routines.

## [0.0.1] - 2021-06-28
### Added
- Initialized Value-at-Risk package.
- Add the main VaR class.
- Add different models to calculate the VaR.
