Version 0.24.0 is released

Version 0.24.0 brings a few improvements and also introduces a number of new utility functions for researchers.

However, if you are an M1 Mac user, this release is a game-changer for you because it brings native support for M1 chips! You can read more about it here.

  • [NEW FEATURE] Added new utility functions that are used in statistical analysis of the prices such as for writing statistical arbitrage strategies: z_score, are_cointegrated, prices_to_returns
  • [IMPROVEMENT] Refactored how we execute routes in the live trade mode so the order of execution is the same as defined in the routes.py file. This makes it possible to write strategies that depend on it such as statistical arbitrage.
  • [IMPROVEMENT] Added support for M1 macs.
  • [CHANGE] The numba package has become an optional package which was a requirement for supporting M1 macs. Now numba won't be installed by default. This means, if you are an M1 user, you don’t have to install numba and you can install Jesse as before and it will work just fine. If you are NOT an M1 user, then you can still take advantage of numba by installing it through running pip install numba.

The next release is a very exciting one for everyone. I can't wait to share it with you guys!