PyPortfolioOpt

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Use of 0.02 default risk-free rate can surprise users

1

The output of ``` import numpy as np import pandas as pd from pypfopt.efficient_frontier import EfficientFrontier np.set_printoptions(precision=3) n = 2 mu = (np.arange(n) + 1)**2 print("mu:", mu) cov = np.zeros(shape=[n,...

Beliavsky

ModuleNotFoundError: No module named 'pypfopt.efficient_frontier'

2

ModuleNotFoundError Traceback (most recent call last) Cell In[9], [line 4](vscode-notebook-cell:?execution_count=9&line=4) [2](vscode-notebook-cell:?execution_count=9&line=2) import numpy as np [3](vscode-notebook-cell:?execution_count=9&line=3) import matplotlib.pyplot as plt ----> [4](vscode-notebook-cell:?execution_count=9&line=4) import pypfopt [5](vscode-notebook-cell:?execution_count=9&line=5) from pypfopt import risk_models, expected_returns,...

anandkajave24

**What are you trying to do?** I have a table of asset class scores that I am trying to add various constraints from. However, some of these scores are only...

jamespanning

from pypfopt import plotting

2

OSError: 'seaborn-deep' is not a valid package style, path of style file, URL of style file, or library style name (library styles are listed in `style.available`)

thequantfinancegrad

**What are you trying to do?** Clear description of the problem you are trying to solve with PyPortfolioOpt **What have you tried?** **What data are you using?** What asset class,...

indilyone

question - who owns or maintains this package? Do you need help with maintenance?

7

I have been trying to contact the maintainers of this package for a while and would appreciate a reply. It seems unclear to me who maintains this, or what the...

fkiraly

**Describe the bug** ``` --------------------------------------------------------------------------- TypeError Traceback (most recent call last) [/usr/local/lib/python3.10/dist-packages/pandas/core/ops/array_ops.py](https://localhost:8080/#) in _na_arithmetic_op(left, right, op, is_cmp) 164 try: --> 165 result = func(left, right) 166 except TypeError: 15 frames...

bsiegelwax

Update README.md

1

removed Robert's email from master

robertmartin8

Operating system, environment, python version Windows 10 , CMD?, python3.12.2 **What you tried** pip install pyportfolioopt **Error message** ``` C:\Users\Tomos Atkinson>pip install pyportfolioopt Collecting pyportfolioopt Using cached pyportfolioopt-1.5.5-py3-none-any.whl.metadata (23 kB)...

AtkinsonT

i want to optimize my portfolio ussing the max_sharp, but i need the weights to sum to zero, why does the max_sharp only offer the option of the portfolio summing...

raphael7777777