New methods to work with distributions

Kolmogorov-Smirnov test method (kstest) for Portfolio and AssetList.

New forecasting methods for Portfolio:

• percentile_inverse
• percentile_from_history
• forecast_wealth_history
• forecast_monte_carlo_cagr
• forecast_wealth

Some of the old forecasting methods are renamed.

New Plotting methods for forecasts in Portfolio:

• plot_forecast
• plot_forecast_monte_carlo
• plot_plot_hist_fit
• plot_percentiles_fit

New notebooks with examples:
04 backtesting distribution.ipynb
05 forecasting.ipynb

distribution backtesting

New methods for distribution backtesting in AssetList and Portfolio:

• skewness
• skewness_rolling
• kurtosis
• kurtsis_roling
• jarque_bera

Index fund methods

New methods to compare ETFs with index (benchmarks) in AssetList:
- tracking difference
- tracking difference annualized
- tracking error
- index correlation
- index rolling correlation
- index beta

technical release

v0.87

Update README.md

technical release

v0.86

Update README.md

numpy<=1.19.3

v0.85

numpy<=1.19.3

verbose mode for EfficientFrontierReb

v0.84

v0.84

updated requirements

v0.83

- v0.83

stable version

v0.81

setup.py with correct classifiers

First public version

v0.8

setup.py with Pruduction Status