enjine-com/mcos issues and pull requests

#53 - Bump scipy from 1.4.1 to 1.10.0

Pull Request - State: open - Opened by dependabot[bot] about 1 year ago
Labels: dependencies

#52 - Bump joblib from 0.14.1 to 1.2.0

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

#51 - Bump numpy from 1.18.1 to 1.22.0

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

#50 - Get Weights?

Issue - State: open - Opened by gnm3000 over 3 years ago

#49 - UnboundLocalError: local variable 'kmeans' referenced before assignment

Issue - State: open - Opened by ccx01-start almost 4 years ago

#47 - Handling detoned covariance matrix in the optimizer

Issue - State: open - Opened by mjvakili about 4 years ago - 1 comment

#46 - implemented DetoneCovarianceTransformer

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

#45 - Create DetoneCovarianceTransformer

Issue - State: closed - Opened by moneygeek over 4 years ago

#44 - Fix hrp clustering

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

#43 - Updated to version 0.2.1

Pull Request - State: closed - Opened by andystanley over 4 years ago

#42 - Readme misspell and dependencies

Pull Request - State: closed - Opened by peterwhiteenjine over 4 years ago

#41 - 21 jackknife resampling

Pull Request - State: closed - Opened by peterwhiteenjine over 4 years ago - 1 comment

#40 - Update setup.py to v0.2.0

Pull Request - State: closed - Opened by andystanley over 4 years ago

#39 - Peter jupyter notebook

Pull Request - State: closed - Opened by peterwhiteenjine over 4 years ago

#38 - 18 method for price histories

Pull Request - State: closed - Opened by peterwhiteenjine over 4 years ago

#37 - fixing tests

Pull Request - State: closed - Opened by biskit1 over 4 years ago

#36 - Upgrade setup.py version to v0.1.0

Pull Request - State: closed - Opened by andystanley over 4 years ago

#35 - Fix RiskParityOptimizer in test_mcos

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

#34 - Update README.md

Pull Request - State: closed - Opened by peterwhiteenjine over 4 years ago

#33 - README Formatting

Pull Request - State: closed - Opened by andystanley over 4 years ago

#32 - Readme sample code

Pull Request - State: closed - Opened by peterwhiteenjine over 4 years ago

#31 - Peterwhiteenjine patch readme

Pull Request - State: closed - Opened by peterwhiteenjine over 4 years ago

#30 - 11 implement git style hooks

Pull Request - State: closed - Opened by biskit1 over 4 years ago - 2 comments

#29 - Risk Parity Optimizer

Pull Request - State: closed - Opened by biskit1 over 4 years ago - 5 comments

#28 - added HRP as one of the optimizers as per ticket 5

Pull Request - State: closed - Opened by peterwhiteenjine over 4 years ago

#27 - Create tests for simulate_optimizations method

Pull Request - State: closed - Opened by andystanley over 4 years ago - 1 comment

#26 - Create the Sharpe Ratio Error Estimator

Pull Request - State: closed - Opened by kastkeepitjumpinlikekangaroos over 4 years ago

#25 - Create NCO Optimizer

Pull Request - State: closed - Opened by kastkeepitjumpinlikekangaroos over 4 years ago

#24 - Complete denoising step

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

#23 - Investigate Bayesian Markowitz

Issue - State: open - Opened by moneygeek over 4 years ago

#22 - Create Mean Variance Error Estimator

Pull Request - State: closed - Opened by andystanley over 4 years ago - 8 comments

#21 - Create Jackknife Resampling Simulator

Issue - State: closed - Opened by moneygeek over 4 years ago

#20 - Create sample Jupyter notebook

Issue - State: closed - Opened by moneygeek over 4 years ago

#19 - Create a new output class

Issue - State: open - Opened by moneygeek over 4 years ago

#18 - Create a new method that takes in price histories

Issue - State: open - Opened by moneygeek over 4 years ago

#17 - Create Mean Expected Outcome Error Estimator

Pull Request - State: closed - Opened by andystanley over 4 years ago

#16 - Create Markowitz optimizer and tests

Pull Request - State: closed - Opened by andystanley over 4 years ago - 1 comment

#15 - Allow package to be downloaded via pip

Pull Request - State: closed - Opened by andystanley over 4 years ago - 1 comment

#14 - Update README

Issue - State: closed - Opened by moneygeek over 4 years ago

#13 - Create tests for simulate_optimizations method

Issue - State: closed - Opened by moneygeek over 4 years ago

#12 - Allow package to be downloaded via pip

Issue - State: closed - Opened by moneygeek over 4 years ago

#11 - Implement style git hooks

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

#10 - Create the Sharpe Ratio Error Estimator

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

#9 - Create the Mean Variance Error Estimator

Issue - State: closed - Opened by moneygeek over 4 years ago

#8 - Create the Mean Expected Outcome Error Estimator

Issue - State: closed - Opened by moneygeek over 4 years ago

#7 - Create factory method for Optimizers

Issue - State: closed - Opened by moneygeek over 4 years ago

#6 - Create factory method for Observation Simulators

Issue - State: closed - Opened by moneygeek over 4 years ago

#5 - Create Hierarchical Risk Parity Optimizer

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

#4 - Create the Risk Parity Optimizer

Issue - State: closed - Opened by moneygeek over 4 years ago

#3 - Create the NCO Optimizer

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

#2 - Create the Markowitz Optimizer

Issue - State: closed - Opened by moneygeek over 4 years ago

#1 - Complete de-noising step

Issue - State: closed - Opened by moneygeek over 4 years ago

GitHub / enjine-com/mcos issues and pull requests