cvxportfolio
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Value error
Hi,
I've installed the packages pip. That's the only way I could get this package installed. Can this package be updated with working examples please.
In the Singleperiod example,
simulated_tcost = cp.TcostModel(half_spread=0.0005/2., nonlin_coeff=1., sigma=sigmas, volume=volumes)
I get a ValueError as follows: ValueError: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all().
Please provide the whole stack trace, not just the error message.
Traceback (most recent call last):
File "SinglePeriodOptimization.py", line 34, in