21 Commits

Author	SHA1	Message	Date
robertmartin8	31684f211f	updated docs	2020-04-10 11:08:15 +08:00
robertmartin8	85f83ac6f8	fixes #82 – pass None as expected returns	2020-04-10 11:05:22 +08:00
robertmartin8	80b3db963b	major updates to docs	2020-03-18 23:07:25 +00:00
robertmartin8	7654610b05	misc refactors	2020-03-17 16:47:10 +00:00
robertmartin8	eaae099efc	migrated efficient frontier #77	2020-03-16 10:40:15 +00:00
robertmartin8	44f3d3dee9	migrated efficient risk #77	2020-03-15 19:06:24 +00:00
robertmartin8	8b337fa3af	migrated max_sharpe to cvxpy	2020-03-15 12:59:01 +00:00
robertmartin8	a6b8df3bcb	migrated min_vol to cvxpy (with l2 reg)	2020-03-14 22:00:54 +00:00
robertmartin8	bad3c0cf7d	added hidden API for opt_method	2020-01-20 20:46:35 +00:00
robertmartin8	23add87b1f	improved docstrings	2019-12-12 10:13:22 +00:00
robertmartin8	d4f3624bd8	added save_weights_to_file (#54)	2019-12-10 22:48:25 +00:00
robertmartin8	6db226b2d5	per-asset bounds	2019-12-10 21:58:25 +00:00
robertmartin8	fee1268db5	updated inline docs with types	2019-12-10 18:53:13 +00:00
Pat Newell	0dfc183fd0	Allow None as rounding precision	2019-07-16 12:30:37 -04:00
robertmartin8	6998b15add	docs for custom optimisers	2019-07-02 16:10:50 +08:00
robertmartin8	15323441ba	improved docs of refactor	2019-07-02 15:27:57 +08:00
robertmartin8	882a559f35	fixed tests due to new sharpe calc	2019-06-28 15:06:59 +08:00
Tomas	4d09ba9864	Fixed portfolio_performance function which while calling objective_functions.negative_sharpe function passed risk_free_rate as gamma argument for L2 regularization instead of risk free rate.	2019-03-26 20:56:02 +01:00
robertmartin8	f0672e6613	updated docstring	2019-03-20 21:06:27 +00:00
Dingyuan Wang	3c4dad8517	refactor base_optimizer structure	2019-01-26 00:19:44 +08:00
robertmartin8	3db090ab96	all opt now inherits from base optimizer	2018-09-11 16:23:26 +01:00