cvxportfolio
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cvxgrp
Portfolio optimization and back-testing.
Conda forge prefers source distributions rather than wheels. Either an sdist on pypi or a git tag on GitHub.
move from travis to github actions, fixup requirements, add makefile to remove various shell scripts
I have tried all methods I know to install library, it usually comes with error or just running without result
I am getting this error TypeError: cannot properly create the storer for: [_STORER_MAP] [group->/exposures (Group) '',value->,format->None while reading the file `risk_model.py`. Is it a known problem?
In my experience, when a portfolio becomes infeasible, `Policy.get_trades` "defaults to no-trades" (usually because it has become close to zero value, and the single leverage limit constraint turns infeasible), the...
Hi all, While it seems there was a small push about a year ago to update the project, there are far too many broken issues (benchmarks don't work, for example)....
I have debugged the code and found out the root cause, cvx.multiply at cvxportfolio/policies.py: line number 257. is causing this issue. How should I resolve this?  Traceback (most recent...
Hello, I installed the CVXPY and CVXPortfolio. When I run the Helloworld example, I got the following error message. I am using windows 10, the CVXportfolio version is 0.0.12. Can...
When running the HelloWorld example on macOS Catalina with a fresh download from the current repo with versions of the relevant libraries numpy=1.18.1, pandas=1.0.3, cvxpy=1.0.31, and python=3.7.7 on the cell...
Correct me if I am wrong - but I felt there is a bug in the share calculation in this example. It makes more sense to use t-1 close price...
