cvxgrp/cov_pred_finance

Issues

• Move to cvxpy-base and clarabel

  #219 opened 6 months ago by tschm
  0

• Move to cvxpy-base and clarabel

  #215 opened 6 months ago by tschm
  0

• Test

  #114 opened 6 months ago by tschm
  0

• CCP lowrank 2

  #201 opened 8 months ago by kasperjo
  0

• Convex concave low rank

  #200 opened 8 months ago by kasperjo
  0

• Smooth weights

  #191 opened 9 months ago by kasperjo
  0

• How to avoid np linalg error not positive matrix

  #110 opened a year ago by jingmouren
  1

• How to calculate the cov mat for recent days, but not all days cov mats and select recent ones.

  #106 opened 9 months ago by jingmouren
  0

• Fix PSD projection (can occur with nans)

  #185 opened 9 months ago by kasperjo
  0

• Playground

  #183 opened 10 months ago by kasperjo
  0

• Handling NaNs in the combinator

  #180 opened 10 months ago by kasperjo
  0

• Remove upper bound on Python

  #155 opened a year ago by tschm
  0

• Update .pre-commit

  #102 opened a year ago by tschm
  0

• clean dev dependencies

  #152 opened a year ago by tschm
  0

• Calling `cov_pred_finance` from `cvx_portfolio`?

  #83 opened a year ago by enzbus
  3

• New experiments

  #116 opened a year ago by kasperjo
  0

• Handling NaNs

  #127 opened a year ago by kasperjo
  0

• Remove construction of kernel

  #100 opened a year ago by tschm
  0

• Install Jupyter machinery on the fly

  #98 opened a year ago by tschm
  0

• Fix non convergence

  #89 opened a year ago by kasperjo
  0

• Large universe portfolios

  #67 opened a year ago by kasperjo
  0

• Organize dependencies in groups

  #86 opened a year ago by tschm
  0

• Correct README

  #84 opened a year ago by tschm
  0

• devcontainer

  #68 opened a year ago by tschm
  0

• Support dev-containers

  #81 opened a year ago by tschm
  0

• Fix pre-commit problems

  #79 opened a year ago by tschm
  0

• support ruff

  #76 opened a year ago by tschm
  0

• Introduce Makefile

  #73 opened a year ago by tschm
  0

• Update dependencies

  #71 opened a year ago by tschm
  0

• Standard factor form experiments

  #64 opened a year ago by kasperjo
  0

• Large universe portfolios

  #66 opened a year ago by kasperjo
  0

• tqdm removal

  #62 opened 2 years ago by kasperjo
  0

• Work on generative mode extension

  #60 opened 2 years ago by kasperjo
  0

• Add reference in readme

  #52 opened 2 years ago by kasperjo
  0

• coverage

  #54 opened 2 years ago by tschm
  0

• bring in pre-commit hooks

  #49 opened 2 years ago by tschm
  0

• Fix Sphinx documentation

  #47 opened 2 years ago by tschm
  0

• Fix broken notebook

  #45 opened 2 years ago by tschm
  0

• Update the book index file

  #43 opened 2 years ago by tschm
  0

• Create from_pandas

  #42 opened 2 years ago by tschm
  0

• Use cvxsimulator to assess performance?

  #20 opened 2 years ago by tschm
  2

• _CovarianceCombination should expose sigmas and returns as properties

  #37 opened 2 years ago by tschm
  0

• Rename covariance_combination to combination?

  #36 opened 2 years ago by tschm
  0

• Revisit notebook in book

  #34 opened 2 years ago by tschm
  0

• Use from_ewmas and from_sigmas to construct CovarianceCombination objects

  #32 opened 2 years ago by tschm
  0

• Improve README

  #25 opened 2 years ago by tschm
  0

• Introduce badges in README

  #24 opened 2 years ago by tschm
  0

• Report coverage

  #23 opened 2 years ago by tschm
  0

• Remove obsolete tests

  #21 opened 2 years ago by tschm
  0

• Fix the notebook

  #19 opened 2 years ago by tschm
  0