Hugo Delatte

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icon company Marex Solution icon location Paris icon location Quantitative Trader - Author of skfolio

Results 54 comments of Hugo Delatte

[ENH] automated code generation with context7 MCP server and rules

Thanks for the PR. Correct me if I'm wrong, but .cursor/mcp.json file is for direct local dev of skfolio so I don't think we should ship it in the library...

[ENH] automated code generation with context7 MCP server and rules

It seems context7 doesn't read python files, only .rst, .md, or .txt So we are missing out on the examples and API as they are generated at build time and...

[ENH] Treemap visualization for asset weights in plot_composition

That's very good. I think `plot_composition_treemap` should be a method of `Portfolio` (not `BasePortfolio` because we cannot produce treemap for MultiPeriodPortfolio). For the `asset_groups`, I agree that it would be...

[ENH] Add moment-based sampling to JohnsonSU distribution

Thanks for the suggestion @moyuanchen. Let me share some feedback on the three proposed features. The comments below are based on a trade-off between library feature completeness and API usability,...