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
#591 - OptimizationError: Please check your objectives/constraints or use a different solver.
Issue -
State: open - Opened by indilyone 6 months ago
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
#586 - e.g Could not install on Windows CMD (Have tried poetry but no success either, Help)
Issue -
State: open - Opened by AtkinsonT 7 months ago
Labels: packaging
#585 - Why Doesn't max_sharp have the option of market neutral portfolio??
Issue -
State: open - Opened by raphael7777777 7 months ago
Labels: question
#584 - setting min and max weights on the stocks for "max_quadratic_utility" , with market_netural=True
Issue -
State: open - Opened by blackivory 8 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
#574 - The function could black_litterman.market_implied_prior_return should be revised
Issue -
State: open - Opened by siliconMagic 9 months ago
Labels: bug
#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
#568 - ARM64 Docker - libopenblas.so.0: cannot open shared object file: No such file or directory
Issue -
State: closed - Opened by JustinGuese 11 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
#558 - RuntimeError: can't register atexit after shutdown when calling S = CovarianceShrinkage(df).ledoit_wolf()
Issue -
State: closed - Opened by c0indev3l about 1 year ago
- 1 comment
Labels: bug
#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
#547 - mosek.Error: rescode.err_missing_license_file(1008): License cannot be located. The default search path is ';C:\Users\UserName\mosek\mosek.lic;'.
Issue -
State: closed - Opened by apokrif333 about 1 year ago
- 1 comment
Labels: bug
#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
#544 - ArpackNoConvergence: ARPACK error -1: No convergence (951 iterations, 0/1 eigenvectors converged)
Issue -
State: open - Opened by AveryLevin over 1 year ago
- 1 comment
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
#526 - UserWarning: max_sharpe transforms the optimization problem so additional objectives may not work as expected.
Issue -
State: open - Opened by nathanramoscfa over 1 year ago
- 1 comment
Labels: question
#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
#514 - Does the EfficientFrontier with capm_returns and ledoit_wolf assign more weight to recently listed stocks?
Issue -
State: closed - Opened by Originn over 1 year ago
- 1 comment
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
#504 - Installed on Anaconda in virtual env, but Jupyter Notebook says ModuleNotFoundError: No module named 'PyPortfolioOpt'
Issue -
State: closed - Opened by briancbeasley almost 2 years ago
- 2 comments
Labels: question