15 Commits

Author	SHA1	Message	Date
robertmartin8	d9e93d64e7	removed CVaR entirely	2020-03-16 11:26:56 +00:00
robertmartin8	d7e7e0c160	quadratic utility for #77	2020-03-15 15:46:49 +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	05bb197420	unconstrained utility maximisation	2019-12-12 10:54:47 +00:00
robertmartin8	fee1268db5	updated inline docs with types	2019-12-10 18:53:13 +00:00
robertmartin8	deb4322b25	clarification regarding period of risk-free rates	2019-08-03 22:22:51 +08:00
robertmartin8	618040b9dd	cvar objective	2018-09-20 20:11:51 +01:00
robertmartin8	6eb8ed3235	fixed volatility/variance mixup	2018-09-14 22:01:44 +01:00
robertmartin8	630bf15d1c	bug: volatility was actually std. fixed	2018-09-11 16:22:03 +01:00
robertmartin8	259fe283c9	formatting and typos	2018-06-09 20:58:52 +08:00
robertmartin8	347d0b6454	updated docs for EF	2018-06-09 12:53:00 +08:00
robertmartin8	e80ccb0824	projectwide refactor from alpha to gamma	2018-06-07 16:18:26 +08:00
robertmartin8	ee462113bb	documentation v0.1.1	2018-06-04 11:44:42 +08:00
robertmartin8	ba08915524	first commit	2018-05-29 21:34:59 +08:00