universal-portfolios
universal-portfolios copied to clipboard
Marigold
Collection of algorithms for online portfolio selection
Hi, just wonder if it is possible to do short or add leverage? Thanks!
Hello, I have been trying to use the algorithms but since there aren't any docs (just the ipython notebooks) I want to ask what kind of format actually goes into...
Hi @Marigold, You suggested to implement Ledoit-Wolf covariance estimation at the end of [modern-portfolio-theory.ipynb](https://github.com/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb). I read the paper. The shrinkage ratio of `F` estimator should go to zero when there...
a) Update: looks like you need to update your instructions to tell us to install anaconda3 ? b) Looks like you need to explain to people that "universal" (your module)...
MAMR
Hi! I would love to see this one added. https://www.hindawi.com/journals/ddns/2020/5956146/ It outperforms previous methods and seems to be not very different from the OLMAR and PAMR / WMAMR
hi all am getting the following error **(RuntimeError: dictionary changed size during iteration**) after running the following code list_result = algos.OLMAR.run_combination(yahoo_data, window=[3,5,10,15], eps=10) is there any reason for that and...
**Describe the bug** If one has a dataset of the daily closing prices of lets say 30 stocks and add the latest closing prices for the new day, then the...
When I was trying to run Paul Perry's ' comparison of all algorithms ' yesterday, I found all the lines represent the result of each portfolios were all blue. Then...
Sorry, I'm poor in coding, and have some question. 1. What is the type of data (nyse_o, sp500, and so on.)? It dosen't looks like "raw stock price" or "price...
To create a public link, set `share=True` in `launch()`. Using directml with device: Total VRAM 1024 MB, total RAM 8075 MB Set vram state to: NORMAL_VRAM Always offload VRAM Device:...
