PyPortfolioOpt

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**Is your feature request related to a problem?** It plots the portfolio contra each of its components, to demonstrate how portfolio reduces variance **Describe the feature you'd like** 1. It...

BradKML

Portfolio optimisation with fama french factor exposure and tracking error constraint

1

Lucifer1887

ArpackNoConvergence: ARPACK error -1: No convergence (301 iterations, 0/1 eigenvectors converged)

5

Hello I want to calculate a Markowitz portfolio while using exponentially-weighted mean and covariance. Since I wanted to use alpha rather than span, I wrote: `alpha = 0.3` `span_alpha =...

jmie087

Weird behaviour with a monthly frequency

1

**What are you trying to do?** Basic function tests with a monthly frequency of ETF prices. However, it looks like the expected_returns and risk_models classes don't handle the frequency=12 parameters...

nicolasplanchon

Unsuccessful mean-variance optimization in loop

1

**Describe the bug** Hi there, I was experiencing a very strange bug. When I used a loop to optimize the mean-variance weights, it seems randomly popping-up error messages. When retry...

hirobank

Minimum optimal weight

3

Hi, could you please check how to set the minimum optimal weight of an asset? For example, if the optimized assets are 90 out of 100. the minimum weight of...

amos-peter

The method `expected_returns.capm_returns()` fails if you provide a Series as `market_prices`. I added a similar check to the one that is done in the `prices` argument and transformed it into...

duranvrNubank

Bumps [lxml](https://github.com/lxml/lxml) from 4.8.0 to 4.9.1. Changelog Sourced from lxml's changelog. 4.9.1 (2022-07-01) Bugs fixed A crash was resolved when using iterwalk() (or canonicalize()) after parsing certain incorrect input. Note...

dependabot[bot]

Could not install on Windows 10

1

**Operating system, environment, python version** Windows, Atom, python3.10 **What you tried** pip install PyPortfolioOpt **Error message** ``` Collecting PyPortfolioOpt Using cached pyportfolioopt-1.5.2-py3-none-any.whl (61 kB) Requirement already satisfied: pandas>=0.19 in c:\users\lenovo\appdata\local\programs\python\python310\lib\site-packages...

hugheartha

Constraints on absolute sum of weights

1

Hello, thank you very much for this great tool! I have a question. I allowed short selling for individual asset weights in my code and I am trying to put...

lcykrbn