Mojmir Vinkler

Hey Chris, sorry for the late response. > to tell us to install anaconda3 ? Good idea, I'll emphasize that only python 3 is supported in the newest version. As...

That's a safety measure I've added. It turned out dealing with missing values is trickier than I expected (results in unexpected behavior). It's often safer to backfill your data or...

Hey @ashraf-01, I've tried to replicate it but didn't get any error. Could you post a full example and full stack trace, please? > I noticed as well that you...

No. If you want to replicate it and be sure you have correct requirements you can use binder (see links here https://github.com/Marigold/universal-portfolios#resources)

You're absolutely correct. I tried Ledoit-Wolf and the impact is minimal on a universe of ~10 assets. It might even screw up your optimization if you have assets with ~1...

I haven't implemented it, BL is just a framework, you still need to come up with return estimates. I'm for instance using an assumption of constant Sharpe ratio across all...

Hey @Auxiliumdesign, unfortunately, I don't have much free time these days, so I can't promise anything. Anyway, I briefly skimmed through the paper. First, MAMR doesn't add anything new to...

Yeah, the docs are crap, sorry for that :( All algos (i.e. `Algo.run(...)`) accept raw price data which are internally converted to whatever you specify with `Algo.PRICE_TYPE`. So the correct...

Hey @sabirjana, python 3.9+ is not yet supported. Can you try 3.8 (using e.g. [pyenv](https://github.com/pyenv/pyenv))? I'll see if I can update libraries to support 3.9+ this week.

Can you try updating to 0.4.9 on PyPI? I've updated dependencies.