PyPortfolioOpt

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**Describe the bug** The parameter `cov_matrix` required to be `pd.DataFrame`, but matrix multiplier may be error due to the issue of matrix align. But if we pass the values of...

siliconMagic

efm2023

Max Sharpe Optimization with L2 Regularisation does not yield Max Sharpe Portfolio

5

**What are you trying to do?** I am trying to find the Optimal Max Sharpe Portfolio by using **"max_sharpe"** method. For diversification purposes I would like to include **L2 Regularisation**....

Nikolina8

PyPortfolioOpt will calculate historical return information and can generate a covariance matrix given prices or returns. It can also generate a covariance matrix given a correlation matrix and stdevs. But...

wayner9

Resolves [an issue](https://github.com/robertmartin8/PyPortfolioOpt/issues/544) where `ArpackNoConvergence` errors were being raised by CVXPY when trying to optimize large portfolios. This error is raised when CVXPY checks if the given matrix is Positive...

AveryLevin

When running EfficientFrontier I sometimes get this error message: cvxpy.error.DCPError: Problem does not follow DCP rules. Specifically: The objective is not DCP. Its following subexpressions are not: QuadForm(var1, [[0.25 0.47]...

ck1178

Feature request: Allow fractional shares (no rounding) in discrete allocation (post-processing)

1

**Is your feature request related to a problem?** Somewhat (see below for more info). **Describe the feature you'd like** Market allows to purchase fractional shares (e.g. crypto). Currently implemented post-processing...

yujinio

Bumps [tornado](https://github.com/tornadoweb/tornado) from 6.3.1 to 6.3.3. Changelog Sourced from tornado's changelog. Release notes .. toctree:: :maxdepth: 2 releases/v6.3.3 releases/v6.3.2 releases/v6.3.1 releases/v6.3.0 releases/v6.2.0 releases/v6.1.0 releases/v6.0.4 releases/v6.0.3 releases/v6.0.2 releases/v6.0.1 releases/v6.0.0 releases/v5.1.1 releases/v5.1.0...

dependabot[bot]

For my portfolio optimization, I need to add a turnover constraint that total turnover is less than 50%. This constraint seems like a nonconvex one, what is the best way...

MZ-enfuego

Bumps [cryptography](https://github.com/pyca/cryptography) from 40.0.2 to 41.0.3. Changelog Sourced from cryptography's changelog. 41.0.3 - 2023-08-01 * Fixed performance regression loading DH public keys. * Fixed a memory leak when using :class:`~cryptography.hazmat.primitives.ciphers.aead.ChaCha20Poly1305`....

dependabot[bot]