Ecosyste.ms: Issues

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

GitHub / robertmartin8/PyPortfolioOpt issues and pull requests

#603 - _TEMPLATE/workflows/main.yml

Issue - State: open - Opened by nellymar225 9 days ago

#602 - FutureWarning Setting an item of incompatible dtype is deprecated

Issue - State: open - Opened by bsdice 27 days ago - 1 comment
Labels: bug

#601 - Plotting efficient frontier

Issue - State: open - Opened by elGringo11 about 1 month ago
Labels: question

#600 - Incorrect File Extension Parsing in save_weights_to_file Method

Issue - State: open - Opened by janusson about 2 months ago
Labels: bug

#599 - Integrate multiple variants of the Black-Litterman into the Library

Issue - State: open - Opened by alexchiric 2 months ago
Labels: enhancement

#598 - Time Varying Constraints Based on Benchmark Weights

Issue - State: open - Opened by richfremgen 4 months ago
Labels: question

#597 - What is the right input to EfficientSemivariance?

Issue - State: open - Opened by codemaniac 5 months ago
Labels: question

#596 - Results not same as portfoliovisualizer.com

Issue - State: open - Opened by hcleungca 5 months ago - 1 comment
Labels: question

#595 - Add fama-french 3 and fama-french 5 factors (can be also 4 or 6) for expected returns

Issue - State: open - Opened by nikrizzi 5 months ago - 2 comments
Labels: enhancement

#594 - Use of 0.02 default risk-free rate can surprise users

Issue - State: open - Opened by Beliavsky 5 months ago - 1 comment
Labels: bug

#593 - Add constraints that ignore NaN scores

Issue - State: open - Opened by jamespanning 6 months ago
Labels: question

#592 - from pypfopt import plotting

Issue - State: open - Opened by Nilkanth2781 6 months ago - 1 comment
Labels: question

#590 - ModuleNotFoundError: No module named 'pypfopt.efficient_frontier'

Issue - State: open - Opened by anandkajave24 6 months ago - 1 comment
Labels: packaging

#589 - TypeErrors in "A quick example"

Issue - State: open - Opened by bsiegelwax 7 months ago
Labels: bug

#588 - Update README.md

Pull Request - State: open - Opened by robertmartin8 7 months ago - 1 comment

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

Issue - State: open - Opened by fkiraly 7 months ago - 7 comments
Labels: enhancement

#585 - Why Doesn't max_sharp have the option of market neutral portfolio??

Issue - State: open - Opened by raphael7777777 7 months ago
Labels: question

#583 - Fixed matplotlib plot style

Pull Request - State: closed - Opened by mikylucky 8 months ago - 2 comments

#582 - Fix some typos

Pull Request - State: open - Opened by baobach 8 months ago

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

Issue - State: closed - Opened by JonPoynter 8 months ago - 1 comment
Labels: bug

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

Issue - State: open - Opened by ts-project 8 months ago - 1 comment
Labels: question

#579 - Could not install PyPortfolioOpt on macOS Monterey v. 12.5

Issue - State: closed - Opened by PyRickyRa 9 months ago - 6 comments
Labels: packaging

#578 - Practical application

Issue - State: open - Opened by ErfolgreichCharismatisch 9 months ago - 3 comments
Labels: question

#577 - Failure importing "plotting"

Issue - State: closed - Opened by MacarocoFonseca 9 months ago - 1 comment
Labels: bug

#576 - Random portfolios very bunched when following cookbook

Issue - State: open - Opened by cianryan09 9 months ago - 2 comments
Labels: question

#575 - Black Litterman efficient frontier Gamma Errror

Issue - State: open - Opened by alpserbet 9 months ago - 1 comment
Labels: question

#573 - spy_prices.csv

Pull Request - State: open - Opened by efm2023 10 months ago

#572 - Feature request: add constraints to Hierarchical Risk Parity model

Issue - State: closed - Opened by tqdo 10 months ago
Labels: enhancement

#571 - support_python_12

Pull Request - State: closed - Opened by 88d52bdba0366127fffca9dfa93895 10 months ago - 1 comment

#570 - add debug

Pull Request - State: closed - Opened by 88d52bdba0366127fffca9dfa93895 10 months ago - 1 comment

#569 - efficient_risk issue with global min vol

Issue - State: open - Opened by zkuang86 10 months ago - 1 comment
Labels: bug

#567 - Can't import plotting, get 'seaborn-deep' is not a valid package style

Issue - State: closed - Opened by wayner9 11 months ago - 2 comments
Labels: bug

#566 - Function to calculate stdevs from historical price or return data

Issue - State: open - Opened by wayner9 11 months ago
Labels: enhancement

#565 - Any way to suppress warnings from CVXPY re: ECOS solver?

Issue - State: closed - Opened by wayner9 11 months ago - 4 comments
Labels: question

#564 - Not comptible with Python 3.12

Issue - State: closed - Opened by BeachGuy007 12 months ago - 1 comment
Labels: bug

#563 - Erratic error while running EfficientFrontier

Issue - State: open - Opened by ck1178 12 months ago
Labels: bug

#562 - Unable to import the plotting module 'seeborn-deep' not an available style

Issue - State: closed - Opened by RicardoBlank 12 months ago - 4 comments
Labels: bug

#561 - Could not install on MacOS Ventura 13.2.1

Issue - State: closed - Opened by Fabioozen about 1 year ago - 11 comments
Labels: packaging

#560 - idzorek_method for Black Litterman (possible error in the formula)

Issue - State: open - Opened by adalseno about 1 year ago - 2 comments
Labels: bug

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

Issue - State: open - Opened by yujinio about 1 year ago - 1 comment
Labels: enhancement

#557 - Update some dependencies

Pull Request - State: open - Opened by schneiderfelipe about 1 year ago - 1 comment

#556 - Bump tornado from 6.3.1 to 6.3.3

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

#555 - How to add turnover constraint

Issue - State: open - Opened by MZ-enfuego about 1 year ago
Labels: question

#554 - Bump cryptography from 40.0.2 to 41.0.3

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

#553 - Bump certifi from 2023.5.7 to 2023.7.22

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

#552 - is it possible to do a long/short allocation using blacklitterman?

Issue - State: open - Opened by anarchy89 about 1 year ago
Labels: question

#551 - Bump cryptography from 40.0.2 to 41.0.2

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

#550 - Update spy_prices.csv

Pull Request - State: closed - Opened by carter4299 about 1 year ago

#549 - Update stock_prices.csv

Pull Request - State: closed - Opened by carter4299 about 1 year ago

#548 - Update utilities_for_tests.py

Pull Request - State: closed - Opened by carter4299 about 1 year ago

#546 - cannot import name 'EfficientCVaR' from 'pypfopt'

Issue - State: closed - Opened by frr717 about 1 year ago - 1 comment
Labels: bug

#545 - type object 'spmatrix' has no attribute '__div__' arises when importing pypfopt

Issue - State: closed - Opened by frr717 about 1 year ago
Labels: bug

#543 - Add the assume_PSD flag in calls to cvxpy.quad_form

Pull Request - State: open - Opened by AveryLevin over 1 year ago

#542 - How to add concentration penalty?

Issue - State: closed - Opened by metin-akyol over 1 year ago
Labels: question

#541 - Update black_litterman.py

Pull Request - State: open - Opened by Athe-kunal over 1 year ago

#540 - e.g Could not install on Windows Anaconda [replace with your environment]

Issue - State: closed - Opened by jrinne314 over 1 year ago - 5 comments
Labels: packaging

#539 - e.g Could not install on Windows Anaconda [replace with your environment]

Issue - State: closed - Opened by jrinne314 over 1 year ago - 2 comments
Labels: packaging

#538 - Typo on Repo Description

Issue - State: closed - Opened by gonzalesMK over 1 year ago - 3 comments
Labels: bug

#537 - Bump cryptography from 40.0.2 to 41.0.0

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

#536 - Add poetry & ipython & jupyter & pytest to docker

Pull Request - State: open - Opened by Ahmedd-Ibrahim over 1 year ago

#535 - Bump tornado from 6.3.1 to 6.3.2

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

#534 - Bump requests from 2.30.0 to 2.31.0

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

#533 - v1.5.5

Pull Request - State: closed - Opened by robertmartin8 over 1 year ago

#532 - Easy way to save the stock weights for all portfolios on the efficient frontier

Issue - State: open - Opened by avrenli2 over 1 year ago - 1 comment
Labels: question

#531 - fixed key error when adding multiple sector constraints

Pull Request - State: closed - Opened by andyherfer over 1 year ago - 2 comments

#530 - EfficientCVaR efficient_risk is throwing error

Issue - State: closed - Opened by dcgithubaccount over 1 year ago - 3 comments
Labels: bug

#529 - Max/Min Number of Assets for the optimized Portfolio (pypfopt.efficient_frontier.EfficientCVaR)

Issue - State: open - Opened by fstuelzebach over 1 year ago - 3 comments
Labels: question

#528 - "Unexpectedly insufficient funds." when using greedy_portfolio

Issue - State: closed - Opened by NiklasMelton over 1 year ago - 1 comment
Labels: bug

#527 - Cannot install v1.5.4 with python v3.11+

Issue - State: closed - Opened by jlchereau over 1 year ago - 1 comment
Labels: bug

#525 - Problem install on macOs Monterey

Issue - State: closed - Opened by vandelouw over 1 year ago - 1 comment

#524 - Inconsistent dependencies in requiremets.txt and pyproject.toml

Issue - State: closed - Opened by kaykurokawa over 1 year ago - 1 comment
Labels: bug

#523 - Max Sharpe Optimization with L2 Regularisation does not yield Max Sharpe Portfolio

Issue - State: open - Opened by Nikolina8 over 1 year ago - 5 comments
Labels: question

#522 - What's the best solver?

Issue - State: closed - Opened by wetzzer over 1 year ago - 2 comments
Labels: question

#521 - Feature request: implementation of the paper quantized portfolio theory, Kelly optimal portfolio

Issue - State: open - Opened by KIC over 1 year ago - 1 comment
Labels: enhancement

#520 - Bump ipython from 8.6.0 to 8.10.0

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

#519 - Why not consider excess returns?

Issue - State: closed - Opened by mdmcconnell over 1 year ago - 1 comment
Labels: question

#518 - Incorporating broker's margin interest rate into the model?

Issue - State: open - Opened by nathanramoscfa over 1 year ago - 1 comment
Labels: question

#517 - Error when adding sector constraints to EfficientCVaR Class

Issue - State: open - Opened by NiciNikolina over 1 year ago - 1 comment
Labels: question

#516 - `efficient_return` does not generate optimal portfolio

Issue - State: closed - Opened by shidahe over 1 year ago

#515 - How to allocate $10,000 in a short/long portfolio?

Issue - State: open - Opened by Originn over 1 year ago
Labels: question

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

Issue - State: open - Opened by nathanramoscfa over 1 year ago - 1 comment
Labels: question

#512 - Calculating CVaR - can't replicate the results I see in the portfolio_performance

Issue - State: open - Opened by OriKatz1 almost 2 years ago - 8 comments
Labels: bug, question

#511 - Feature request: Replace cvxpy by cvxpy-base

Issue - State: open - Opened by tschm almost 2 years ago - 4 comments
Labels: enhancement, packaging

#510 - Ci does not work on maxos and win32#509

Pull Request - State: closed - Opened by yosukesan almost 2 years ago

#509 - Github CI does not run on MacOS and Windows

Issue - State: closed - Opened by yosukesan almost 2 years ago - 4 comments
Labels: bug

#508 - Remove hardcoded versions from dockerfile#507

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

#507 - Docker build failed due to obsolete pip and poetry versions were hard coded on docker/Dockerfile

Issue - State: closed - Opened by yosukesan almost 2 years ago - 3 comments
Labels: bug

#506 - Could not install pyportfolioopt 1.5.4 (MacOS 13.1 venv)

Issue - State: closed - Opened by yannisant almost 2 years ago - 2 comments
Labels: packaging

#505 - pip install error v1.5.4

Issue - State: closed - Opened by yannisant almost 2 years ago
Labels: bug