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alihan/PyPortfolioOpt
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mirror of https://github.com/robertmartin8/PyPortfolioOpt.git synced 2022-11-27 18:02:41 +03:00
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731 Commits 3 Branches 1 Tag
a41cb399ede579b653f2ed0c6dd9525e0a122a81
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54 Commits

Author SHA1 Message Date
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
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