Ecosyste.ms: Issues

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GitHub / robertmartin8/PyPortfolioOpt issues and pull requests

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

Issue - State: closed - Opened by jlchereau almost 2 years ago - 1 comment
Labels: bug

#525 - Problem install on macOs Monterey

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

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

Issue - State: closed - Opened by kaykurokawa almost 2 years ago - 1 comment
Labels: bug

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

Issue - State: open - Opened by Nikolina8 almost 2 years ago - 5 comments
Labels: question

#522 - What's the best solver?

Issue - State: closed - Opened by wetzzer almost 2 years ago - 2 comments
Labels: question

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

Issue - State: open - Opened by KIC about 2 years ago - 1 comment
Labels: enhancement

#520 - Bump ipython from 8.6.0 to 8.10.0

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

#519 - Why not consider excess returns?

Issue - State: closed - Opened by mdmcconnell about 2 years ago - 1 comment
Labels: question

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

Issue - State: open - Opened by nathanramoscfa about 2 years ago - 1 comment
Labels: question

#517 - Error when adding sector constraints to EfficientCVaR Class

Issue - State: open - Opened by NiciNikolina about 2 years ago - 1 comment
Labels: question

#516 - `efficient_return` does not generate optimal portfolio

Issue - State: closed - Opened by shidahe about 2 years ago

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

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

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

Issue - State: open - Opened by tschm about 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 about 2 years ago

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

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

#508 - Remove hardcoded versions from dockerfile#507

Pull Request - State: closed - Opened by yosukesan about 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 about 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 about 2 years ago - 2 comments
Labels: packaging

#505 - pip install error v1.5.4

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

#503 - Per Asset Max value (p * weight ) constraint in long short portfolio

Issue - State: open - Opened by AnkitAggarwalAlphagrep about 2 years ago
Labels: question

#502 - Constraints that include an "or" condition

Issue - State: closed - Opened by OriKatz1 about 2 years ago - 1 comment
Labels: question

#501 - Bump certifi from 2022.9.24 to 2022.12.7

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

#500 - Question: Does the EfficientFrontier +CAPM + ledoit_wolf give more weight to recently listed stocks?

Issue - State: closed - Opened by Originn about 2 years ago - 1 comment
Labels: question

#499 - Stock is recommended for Short on Mean-variance optimization but for Long on CAPM

Issue - State: closed - Opened by Originn about 2 years ago - 2 comments
Labels: question

#498 - Update Dockerfile

Pull Request - State: closed - Opened by 88d52bdba0366127fffca9dfa93895 about 2 years ago - 12 comments

#497 - v1.5.4

Pull Request - State: closed - Opened by robertmartin8 about 2 years ago

#496 - Apple M1 compatibility

Issue - State: closed - Opened by ActurialCapital about 2 years ago - 2 comments
Labels: bug, packaging

#495 - What is the best algo to use for crypto portfolio optimization ?

Issue - State: closed - Opened by Originn about 2 years ago - 1 comment
Labels: question

#494 - Bump pillow from 9.1.1 to 9.3.0

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

#493 - Fix copy

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

#492 - remove not needed constraint on target_return

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

#490 - Question: Pareto Frontier Clarification

Issue - State: open - Opened by BrandonKMLee over 2 years ago - 1 comment
Labels: question

#489 - Show-and-Tell: Applying selected consumer "demographic investing"

Issue - State: open - Opened by BrandonKMLee over 2 years ago - 1 comment

#488 - is constraint on target_return really needed?

Issue - State: closed - Opened by giordanocolombi over 2 years ago - 3 comments
Labels: bug

#487 - Is there a way to specify a minimum weight only for actually used stocks

Issue - State: closed - Opened by rjungbeck over 2 years ago - 5 comments
Labels: question

#486 - Suggestion on DiscreteAllocation class for regular rebalancing

Issue - State: open - Opened by HYANGKI-LEE over 2 years ago - 2 comments
Labels: enhancement

#485 - Support for sklearn 1.0

Issue - State: closed - Opened by yuezhihan over 2 years ago - 2 comments
Labels: packaging

#484 - Webapp for PyPortfolioOpt

Issue - State: closed - Opened by Originn over 2 years ago - 5 comments

#483 - Bump joblib from 1.1.0 to 1.2.0

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

#482 - df.rolling function for ef.min_volatility()?

Issue - State: closed - Opened by a-erik over 2 years ago
Labels: question

#481 - How to add portfolio yield objective?

Issue - State: closed - Opened by Token-DAO over 2 years ago - 3 comments
Labels: question

#480 - Compounding of log returns

Issue - State: open - Opened by Alexander-Shukaev over 2 years ago - 2 comments
Labels: bug

#479 - ValueError: P must be symmetric/Hermitian.

Issue - State: closed - Opened by mezog over 2 years ago - 3 comments
Labels: question

#478 - Example Data Files

Issue - State: closed - Opened by seahawk920 over 2 years ago - 4 comments
Labels: question

#477 - "ValueError: Weights is None" for Efficient Frontier Plot

Issue - State: open - Opened by PooratPython over 2 years ago - 4 comments
Labels: question

#476 - Docker build failed due to dir name and Dockerfile mismatch

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

#475 - 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

#474 - Feature request: Equalizer

Issue - State: open - Opened by BrandonKMLee over 2 years ago
Labels: enhancement

#472 - ArpackNoConvergence: ARPACK error -1: No convergence (301 iterations, 0/1 eigenvectors converged)

Issue - State: closed - Opened by jmie087 over 2 years ago - 5 comments
Labels: question

#471 - Weird behaviour with a monthly frequency

Issue - State: closed - Opened by nicolasplanchon over 2 years ago - 1 comment
Labels: question

#470 - Unsuccessful mean-variance optimization in loop

Issue - State: closed - Opened by hirobank over 2 years ago - 4 comments
Labels: bug

#469 - Cannot get the market prior

Issue - State: closed - Opened by hahahahah321 over 2 years ago - 2 comments
Labels: question

#468 - Solver status: infeasible when using add_sector_constraints

Issue - State: closed - Opened by kevinl1210 over 2 years ago - 2 comments
Labels: question

#467 - Add check to `market_prices`

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

#466 - Minimum optimal weight

Issue - State: closed - Opened by amos-peter over 2 years ago - 3 comments
Labels: question

#465 - Bump lxml from 4.8.0 to 4.9.1

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

#464 - Feature request: Add constrains on weights in blacklitterman model

Issue - State: closed - Opened by heartwxmddd over 2 years ago - 1 comment
Labels: enhancement

#463 - Feature request: [your feature]

Issue - State: closed - Opened by heartwxmddd over 2 years ago
Labels: enhancement

#462 - ModuleNotFoundError

Issue - State: closed - Opened by heartwxmddd over 2 years ago - 1 comment
Labels: bug

#461 - Constraints on absolute sum of weights

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

#460 - Help with Gross and Net Exposure Constraints

Issue - State: closed - Opened by codearmo over 2 years ago - 1 comment
Labels: question

#459 - Implement Sortino ratio for portfolio

Pull Request - State: open - Opened by dpapakyriak over 2 years ago - 2 comments

#458 - .max_sharpe() gives OptimizationError

Issue - State: closed - Opened by KrabMads over 2 years ago - 5 comments

#457 - Bump notebook from 6.4.11 to 6.4.12

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

#456 - efficient_risk raises "LinAlgError: Singular matrix" if you include a risk-free asset

Issue - State: closed - Opened by agj60 over 2 years ago - 3 comments
Labels: bug

#455 - Expected Returns in Mean Variance Optimisation

Issue - State: closed - Opened by karlemilzt over 2 years ago - 2 comments
Labels: bug

#454 - docs(various): Fix typos

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

#448 - Change the utility for optimisation

Issue - State: closed - Opened by qowiews almost 3 years ago - 5 comments
Labels: question

#445 - How to configure the parameter for a long short strategy

Issue - State: closed - Opened by mthelee almost 3 years ago - 4 comments
Labels: question

#433 - Plotting issues

Issue - State: closed - Opened by acastiel almost 3 years ago - 5 comments
Labels: bug

#431 - Could not install on Windows 10

Issue - State: closed - Opened by hugheartha almost 3 years ago - 1 comment
Labels: packaging

#427 - OptimizationError: 'Solver status: infeasible'

Issue - State: closed - Opened by markm812 almost 3 years ago - 3 comments
Labels: question

#413 - Consider transaction cost during discrete_allocation

Issue - State: closed - Opened by mgrytsai about 3 years ago - 1 comment
Labels: question

#403 - Feature request: [Multi-Period Portfolio Optimization]

Issue - State: closed - Opened by sdafsdfw123wq about 3 years ago - 1 comment
Labels: enhancement

#402 - applied Black

Pull Request - State: closed - Opened by thenordine about 3 years ago - 3 comments

#401 - Optimizing for max sortino

Issue - State: closed - Opened by cemozerr about 3 years ago - 3 comments
Labels: question

#399 - Min/Man number assets nor working well

Issue - State: closed - Opened by amos-peter about 3 years ago - 4 comments
Labels: question

#387 - Issue with small numbers/Scientific Notations from yfinance.

Issue - State: closed - Opened by Originn over 3 years ago - 9 comments
Labels: question

#381 - Feature request: Enable Spark Support

Issue - State: open - Opened by ProbStub over 3 years ago - 7 comments
Labels: enhancement

#274 - Installation on M1 macOS

Issue - State: closed - Opened by sawaish54 about 4 years ago - 11 comments
Labels: packaging

#230 - Could not install on Windows Anaconda

Issue - State: closed - Opened by gunavanthmahendra about 4 years ago - 13 comments
Labels: packaging

#197 - Cookbook: Black-litterman posterior not always between the prior and the view

Issue - State: closed - Opened by jameszhao00 over 4 years ago - 4 comments
Labels: bug

#196 - How to include cash in assets?

Issue - State: closed - Opened by TradeProphet over 4 years ago - 6 comments
Labels: question

#164 - Update 1-RiskReturnModels.ipynb

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

#158 - Feature request: incorporate Wilcox's higher moment algorithm

Issue - State: open - Opened by jarrodwilcox over 4 years ago - 3 comments
Labels: enhancement

#144 - RuntimeError: Running cythonize failed!

Issue - State: closed - Opened by chris-brown-nz over 4 years ago - 2 comments
Labels: packaging

#133 - With negative weights allowed, does efficient frontier assume infinite leverage?

Issue - State: closed - Opened by kchima over 4 years ago - 11 comments
Labels: enhancement, question

#100 - Can't Install the package

Issue - State: closed - Opened by raduskymariano almost 5 years ago - 13 comments
Labels: packaging

#94 - sum(abs(weights[i])) == 1

Issue - State: closed - Opened by dmicsa almost 5 years ago - 10 comments
Labels: question

#91 - unable to install the package

Issue - State: closed - Opened by antoinew209 almost 5 years ago - 9 comments
Labels: packaging

#88 - max.sharpe() OptimizationError

Issue - State: closed - Opened by alienss almost 5 years ago - 26 comments
Labels: question

#44 - Rolling window

Issue - State: closed - Opened by smahjub over 5 years ago - 13 comments