Ecosyste.ms: Issues

An open API service for providing issue and pull request metadata for open source projects.

GitHub / Marigold/universal-portfolios issues and pull requests

#112 - how to compute the Bestsofar strategy?

Issue - State: closed - Opened by YorkLouis 4 months ago

#111 - Anticor Bug fix for undefined correlation

Pull Request - State: open - Opened by Aguspanale 4 months ago

#110 - Fix rolling corr for anticor algorithm

Pull Request - State: closed - Opened by Aguspanale 4 months ago - 1 comment

#109 - Question about data and TCO algorithm

Issue - State: open - Opened by Yccc0903 9 months ago

#107 - Bug fix: Added rprt to __init__.py

Pull Request - State: closed - Opened by mackimaow 10 months ago

#105 - Data reference

Issue - State: closed - Opened by gabriel-turinici about 1 year ago - 2 comments

#104 - fix pandas_datareader / yfinance code in On-line portfolios.ipynb

Pull Request - State: closed - Opened by mdengler about 1 year ago - 2 comments

#102 - Question about data format

Issue - State: closed - Opened by catgrandpas about 1 year ago - 3 comments

#101 - some question about the transaction cost code

Issue - State: open - Opened by jomeswang over 1 year ago - 1 comment

#99 - Equity calculation, shift issue?

Issue - State: open - Opened by psemdel over 1 year ago - 5 comments

#98 - Bump gitpython from 3.1.27 to 3.1.30

Pull Request - State: open - Opened by dependabot[bot] almost 2 years ago
Labels: dependencies

#97 - Bump joblib from 1.1.0 to 1.2.0

Pull Request - State: open - Opened by dependabot[bot] almost 2 years ago
Labels: dependencies

#96 - Bump jupyter-core from 4.10.0 to 4.11.2

Pull Request - State: open - Opened by dependabot[bot] almost 2 years ago
Labels: dependencies

#95 - Bump pillow from 9.2.0 to 9.3.0

Pull Request - State: open - Opened by dependabot[bot] almost 2 years ago
Labels: dependencies

#94 - Bump ipython from 8.4.0 to 8.10.0

Pull Request - State: closed - Opened by dependabot[bot] almost 2 years ago - 1 comment
Labels: dependencies

#93 - FeatureWarnings

Pull Request - State: closed - Opened by shayandavoodii almost 2 years ago - 1 comment

#92 - There are several FeatureWarnings with the code

Issue - State: closed - Opened by shayandavoodii almost 2 years ago

#91 - tools.simplex_project() returns the largest positive vector only?

Issue - State: closed - Opened by GXY2017 almost 2 years ago - 1 comment

#90 - Assertion error # update logarithms, fees, etc. AssertionError:`

Issue - State: closed - Opened by pinpss almost 2 years ago - 2 comments

#89 - Try to include transaction cost into OLMAR, but does not work

Issue - State: closed - Opened by GXY2017 almost 2 years ago - 1 comment

#88 - a self.eta error in TCO

Issue - State: open - Opened by GXY2017 almost 2 years ago

#87 - Bump certifi from 2022.6.15 to 2022.12.7

Pull Request - State: closed - Opened by dependabot[bot] almost 2 years ago - 1 comment
Labels: dependencies

#86 - Stock price shorting bug in rare case.

Pull Request - State: closed - Opened by e99243506bigplay about 2 years ago - 2 comments

#85 - Bump nbconvert from 6.5.0 to 6.5.1

Pull Request - State: closed - Opened by dependabot[bot] over 2 years ago - 1 comment
Labels: dependencies

#84 - Bump mistune from 0.8.4 to 2.0.3

Pull Request - State: closed - Opened by dependabot[bot] over 2 years ago - 1 comment
Labels: dependencies

#83 - specifying the args of CORN class

Issue - State: closed - Opened by shayandavoodii over 2 years ago - 8 comments

#82 - Installation Issues

Issue - State: closed - Opened by sabirjana over 2 years ago - 10 comments

#81 - 2 questions

Issue - State: closed - Opened by AwesomeCap over 2 years ago - 1 comment

#80 - Bump numpy from 1.21.1 to 1.22.0

Pull Request - State: closed - Opened by dependabot[bot] over 2 years ago - 1 comment
Labels: dependencies

#79 - Bump notebook from 6.1.6 to 6.4.12

Pull Request - State: closed - Opened by dependabot[bot] over 2 years ago - 1 comment
Labels: dependencies

#78 - Bump py from 1.9.0 to 1.10.0

Pull Request - State: closed - Opened by dependabot[bot] over 2 years ago - 1 comment
Labels: dependencies

#77 - Bump pygments from 2.6.1 to 2.7.4

Pull Request - State: closed - Opened by dependabot[bot] over 2 years ago - 1 comment
Labels: dependencies

#76 - Bump pywin32 from 228 to 301

Pull Request - State: closed - Opened by dependabot[bot] over 2 years ago - 1 comment
Labels: dependencies

#75 - Bump nbdime from 2.1.0 to 2.1.1

Pull Request - State: closed - Opened by dependabot[bot] over 2 years ago - 1 comment
Labels: dependencies

#74 - Bump notebook from 6.1.6 to 6.4.10

Pull Request - State: closed - Opened by dependabot[bot] over 2 years ago - 1 comment
Labels: dependencies

#73 - Data information

Issue - State: closed - Opened by r-zip over 2 years ago - 3 comments

#72 - Bump pillow from 8.3.2 to 9.0.1

Pull Request - State: closed - Opened by dependabot[bot] over 2 years ago - 1 comment
Labels: dependencies

#71 - Update RPRT and OLMAR

Pull Request - State: closed - Opened by e23099 over 2 years ago

#70 - Bump ipython from 7.18.1 to 7.31.1

Pull Request - State: closed - Opened by dependabot[bot] almost 3 years ago - 1 comment
Labels: dependencies

#69 - Bump pillow from 8.3.2 to 9.0.0

Pull Request - State: closed - Opened by dependabot[bot] almost 3 years ago - 1 comment
Labels: dependencies

#68 - Bump cvxopt from 1.2.5 to 1.2.7

Pull Request - State: closed - Opened by dependabot[bot] almost 3 years ago - 1 comment
Labels: dependencies

#67 - Issue with Mac M1

Issue - State: closed - Opened by rickypp almost 3 years ago - 2 comments

#66 - Bump lxml from 4.6.3 to 4.6.5

Pull Request - State: closed - Opened by dependabot[bot] almost 3 years ago - 1 comment
Labels: dependencies

#65 - MaybeEncodingError while using the run_combination() method

Issue - State: open - Opened by echonax07 about 3 years ago

#64 - Invalid equity result using result weight

Issue - State: open - Opened by msacastle about 3 years ago

#63 - undefined self.window in update_tco() in algo.py

Issue - State: closed - Opened by GXY2017 about 3 years ago - 1 comment

#62 - Bump pillow from 7.2.0 to 8.3.2

Pull Request - State: closed - Opened by dependabot[bot] about 3 years ago - 1 comment
Labels: dependencies

#61 - LINK : fatal error LNK1181: cannot open input file “m.lib” # issue

Issue - State: closed - Opened by GXY2017 about 3 years ago - 1 comment

#60 - DynamicCRP ==> Tools.py ==> opt_weights ==> assert X.notnull().all().all()

Issue - State: open - Opened by devchild about 3 years ago - 1 comment

#59 - Issue on CORRN (slow version)

Issue - State: closed - Opened by Yop127 about 3 years ago - 1 comment

#58 - Bump pillow from 7.2.0 to 8.2.0

Pull Request - State: closed - Opened by dependabot[bot] over 3 years ago - 1 comment
Labels: dependencies

#57 - Predictive measure for portfolio rebalancing

Issue - State: closed - Opened by jmrichardson over 3 years ago - 4 comments

#56 - Id like to see W-KACM added

Issue - State: open - Opened by devchild over 3 years ago - 2 comments

#55 - Specify own color palette when plotting

Pull Request - State: closed - Opened by mannmann2 over 3 years ago

#54 - Version 0.4.4

Pull Request - State: closed - Opened by Marigold over 3 years ago

#53 - Update pandas-datareader version

Pull Request - State: closed - Opened by changlan over 3 years ago

#52 - Update README.md

Pull Request - State: closed - Opened by clumma over 3 years ago - 2 comments
Labels: documentation

#51 - Enable the 'Used By' button on the repo

Issue - State: open - Opened by DrPaprikaa over 3 years ago
Labels: dependencies

#50 - Readme fixes

Pull Request - State: closed - Opened by DrPaprikaa over 3 years ago - 2 comments
Labels: documentation

#49 - Updated Readme

Pull Request - State: closed - Opened by DrPaprikaa over 3 years ago - 4 comments

#48 - Reweighted Price Relative Tracking

Pull Request - State: closed - Opened by DrPaprikaa over 3 years ago
Labels: model implementation

#47 - Implemented TCO in Algo

Pull Request - State: closed - Opened by DrPaprikaa over 3 years ago
Labels: model implementation

#46 - Implemented TCO in Olmar

Pull Request - State: closed - Opened by DrPaprikaa over 3 years ago - 5 comments

#45 - Transaction Costs Optimization

Issue - State: closed - Opened by DrPaprikaa over 3 years ago - 3 comments
Labels: feature request

#44 - ModuleNotFoundError: No module named 'pandas.stats' / no tools.py

Issue - State: open - Opened by gitcnd over 3 years ago - 1 comment
Labels: installation

#43 - Initial weights in OLMAR

Issue - State: closed - Opened by DrPaprikaa over 3 years ago - 2 comments

#42 - Practical use

Issue - State: closed - Opened by DrPaprikaa over 3 years ago - 4 comments

#41 - Impact of Ledoit-Wolf covariance estimation

Issue - State: open - Opened by alexander-myltsev over 3 years ago - 4 comments
Labels: question

#40 - Minor fixes

Pull Request - State: closed - Opened by alexander-myltsev almost 4 years ago - 11 comments

#39 - Use cvxopt 1.2.5+ as dependency

Pull Request - State: closed - Opened by changlan almost 4 years ago - 1 comment
Labels: dependencies

#38 - Which data format to use with OLMAR?

Issue - State: open - Opened by jirichmel almost 4 years ago - 2 comments
Labels: question

#37 - MAMR

Issue - State: open - Opened by Auxiliumdesign almost 4 years ago - 1 comment
Labels: feature request

#36 - Code de-deprecation

Issue - State: closed - Opened by anaderi almost 4 years ago - 6 comments

#35 - Bump lxml from 4.5.2 to 4.6.2

Pull Request - State: closed - Opened by dependabot[bot] almost 4 years ago - 1 comment
Labels: dependencies

#34 - Strategy of "Best "

Issue - State: closed - Opened by hanseul-jeong almost 4 years ago - 2 comments

#33 - Some Algos was broken. Updated methods definitions for them: bnn, cor…

Pull Request - State: closed - Opened by paulorodriguesxv almost 4 years ago - 1 comment

#32 - error while running On-line portfolios.ipynb

Issue - State: open - Opened by ashraf-01 about 4 years ago - 4 comments
Labels: bug

#31 - Version 4.0.0

Pull Request - State: closed - Opened by Marigold about 4 years ago

#30 - Adding or substracting the latest dataset entry makes the model perform differently

Issue - State: open - Opened by sword134 over 4 years ago - 1 comment
Labels: bug

#29 - On-Line porfolios IPython notebook

Issue - State: closed - Opened by YairMZ over 4 years ago - 1 comment

#28 - Package Adoption

Issue - State: closed - Opened by Jackal08 over 4 years ago - 2 comments

#27 - Several fixed for Python 3.6

Pull Request - State: closed - Opened by angonyfox almost 5 years ago

#26 - Duplicate import comb in algo.py

Issue - State: closed - Opened by angonyfox almost 5 years ago - 1 comment

#25 - delete hardcoded color

Pull Request - State: closed - Opened by dexhunter about 5 years ago - 1 comment

#24 - How to add leverage

Issue - State: open - Opened by dexhunter about 5 years ago - 2 comments
Labels: question

#23 - fix scipy import error

Pull Request - State: closed - Opened by dexhunter about 5 years ago

#22 - Kelly

Issue - State: closed - Opened by firmai over 5 years ago - 4 comments

#21 - Pandas 0.24 Compatibility

Pull Request - State: closed - Opened by xanderdunn over 5 years ago - 3 comments

#20 - No module named 'pandas.stats'

Issue - State: closed - Opened by xanderdunn over 5 years ago - 3 comments

#19 - ModuleNotFoundError: No module named 'algos'

Issue - State: closed - Opened by gt1967 over 5 years ago - 3 comments

#18 - min_history for MPT

Issue - State: closed - Opened by mpeters999 over 5 years ago - 1 comment

#17 - Data information

Issue - State: closed - Opened by swishderzy almost 6 years ago - 5 comments

#16 - Interpretation Issue

Issue - State: closed - Opened by behzad-mehrtash over 6 years ago - 1 comment

#14 - Fixed installation with pip 10.0.0

Pull Request - State: closed - Opened by booxter over 6 years ago

#13 - new pip 10.0 breaks installation

Issue - State: closed - Opened by booxter over 6 years ago - 1 comment

#12 - Fix CORN period init for min_history. Closes #11

Pull Request - State: closed - Opened by stergnator over 6 years ago - 1 comment