robertmartin8 8b337fa3af migrated max_sharpe to cvxpy

2020-03-15 12:59:01 +00:00

..

__init__.py

migrated min_vol to cvxpy (with l2 reg)

2020-03-14 22:00:54 +00:00

base_optimizer.py

migrated max_sharpe to cvxpy

2020-03-15 12:59:01 +00:00

black_litterman.py

Improved linalg (fixes 70), tests and docs

2020-02-25 17:46:23 +00:00

cla.py

minor refactor

2020-03-14 10:46:52 +00:00

discrete_allocation.py

migrated lp_portfolio backend to cvxpy

2020-03-13 16:52:28 +00:00

efficient_frontier.py

migrated max_sharpe to cvxpy

2020-03-15 12:59:01 +00:00

exceptions.py

migrated min_vol to cvxpy (with l2 reg)

2020-03-14 22:00:54 +00:00

expected_returns.py

moved BL to its own module

2019-12-09 22:57:57 +00:00

hierarchical_risk_parity.py

improved docstrings

2019-12-12 10:13:22 +00:00

objective_functions.py

migrated max_sharpe to cvxpy

2020-03-15 12:59:01 +00:00

risk_models.py

fixed requirements and dependencies

2020-01-12 09:36:23 +00:00

value_at_risk.py

fixed requirements and dependencies

2020-01-12 09:36:23 +00:00