kch382001

It would be nice if all these issues are fixed. And at least we can get these jupyter notebook examples to run through without problem.

Thanks for the reply. Will follow the github convention in the future. The cvxportfolio is a good framework, a faithful implementation of the paper. It would be great to see...

Sorry. Will do next time. I guess this package is not well maintained. So many obvious bugs. Sent from my iPhone > On Sep 9, 2019, at 7:40 PM, Jose...

Looks like cvx.multiply(z[:-1], np.sign(initial_position))

I am using numpy 1.17.1. The issue does not exist on numpy 1.14. To be safe, it is better to change it to np.any(pd.isnull(obj)).any()

self.constraints is a property. You can use direct reference self._constraints to resolve the problem. Sent from my iPhone > On Sep 9, 2019, at 7:38 PM, Jose Ortiz wrote: >...

I could be wrong. I think in the original paper(can be found at this link: https://stanford.edu/~boyd/papers/pdf/cvx_portfolio.pdf), on page 50, it is mentioned that by ignoring the cost in self-finance constraint,...

I had same issue. You are right. It is because pandas behavior changed with newer version Sent from my iPhone > On Oct 6, 2019, at 1:43 PM, thayes75 wrote:...