PyPortfolioOpt

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Black Litterman efficient frontier Gamma Errror

1

ef = pyp.EfficientFrontier(bl_return_confi, S_bl_confi, weight_bounds=(0, 0.1), gamma=1) gamma at the end is not working and gives error. I turn it to "0" but could be solved

alpserbet

Fixed matplotlib plot style

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MatplotlibDeprecationWarning: The seaborn styles shipped by Matplotlib are deprecated since 3.6, as they no longer correspond to the styles shipped by seaborn. However, they will remain available as 'seaborn-v0_8-' Fixes...

mikylucky

pypfopt\plotting.py specifies an invalid style plt.style.use("seaborn-deep")

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**Describe the bug** I am getting an error with the plotting package: OSError: 'seaborn-deep' is not a valid package style, path of style file, URL of style file, or library...

JonPoynter

There are some typos in the changelog

baobach

Random portfolios very bunched when following cookbook

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I am following the cookbook guide to plot the efficient frontier and optimal portfolio and the random portfolios end up becoming very bunched. ``` rf = 0.054 mu = capm_return(df,...

cianryan09

idzorek_method for Black Litterman (possible error in the formula)

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**Describe the bug** It's not a bug, but I think the formula is not accurate (line 386): `omega = tau * alpha * P_view @ cov_matrix @ P_view.T # formula...

adalseno

Why would Black-Litterman posterior return not be between the prior return and investor view?

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**What are you trying to do?** I am using the Black-Litterman module to forecast expected returns given a covariance matrix (computed with oracle-approximation method), and my investor views. Isn't the...

nathanramoscfa

efficient_risk issue with global min vol

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**Describe the bug** I am trying to run portfolio optimization for portfolio of bonds. I am using the efficient risk function to get my portfolio. When I set that target...

zkuang86

Question: How to use PyPortfolioOpt for algo trading strategies rather than stocks/assets

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Rather than use PyPortfolioOpt to weight or balance a set of stocks or assets, I am trying to use it to weight or balance a set of algo futures trading...

ts-project

Update some dependencies

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schneiderfelipe