universal-portfolios
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Marigold
Collection of algorithms for online portfolio selection
Bumps [nbconvert](https://github.com/jupyter/nbconvert) from 6.5.0 to 6.5.1. Commits 7471b75 Release 6.5.1 c1943e0 Fix pre-commit 8685e93 Fix tests 0abf290 Run black and prettier 418d545 Run test on 6.x branch bef65d7 Convert input...
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Bumps [mistune](https://github.com/lepture/mistune) from 0.8.4 to 2.0.3. Release notes Sourced from mistune's releases. Version 2.0.2 Fix escape_url via lepture/mistune#295 Version 2.0.1 Fix XSS for image link syntax. Version 2.0.0 First release...
Hi, I am using Python 3.9.7, facing the following error while installing using pip. Appreciate your help. ``` " error: could not create 'build\bdist.win-amd64\wheel\.\sklearn\datasets\tests\data\openml\292\api-v1-json-data-list-data_name-australian-limit-2-data_version-1-status-deactivated.json.gz': No such file or directory ----------------------------------------...
Hi Marigold! I have 2 questions: 1. How do you get a time-series, with the result of the olps every day, out of the "result"? I can only find summaries...
I was reproducing RPRT and OLMAR's cumulated wealth (CW) from the paper. * RPRT should be fixed, there were numerical problems along the calculation * OLMAR is updated, with EMA...
While running `train_olmar = algos.OLMAR.run_combination(train, window=5, eps=[3,5,10,15])` `train_olmar.plot()` I get the following error ``` --------------------------------------------------------------------------- MaybeEncodingError Traceback (most recent call last) in ----> 1 train_olmar = algos.OLMAR.run_combination(train, window=5, eps=[3,5,10,15]) 2...
Hi, thanks for your excellent library. I tried to verify the result using 15 days of data with SPY, GLD, TLT. For the given weights resulting from the calculation of...
DynamicCRP no longer works because of an assertion in Tools.py
Any plans on adding... It's a variation on Anticor... paper can be found https://doi.org/10.1016/j.physa.2019.04.185
Hi @Marigold, A nice and simple addition to this package would be to [enable the Used By button](https://docs.github.com/en/code-security/supply-chain-security/understanding-your-software-supply-chain/exploring-the-dependencies-of-a-repository) on the side-bar. This would be great for both the community and...
