Issues
- 0
Incompatible with Numpy 2.0
#162 opened by enzbus - 2
Feature Request: Ignore Tcosts in first period
#160 opened by thayes75 - 1
can we load into our custom crypto data into cvxportfolio for backtesting and portfolio construction ? [bounty possible]
#153 opened by blackivory - 15
MultiPeriodOptimization Behavior Documentation
#117 opened by pcgm-team - 5
- 1
Testsuite failing on py 3.9 b/c of dependencies
#158 opened by enzbus - 4
EOFError: Ran out of input
#146 opened by mtomic-quant - 9
Issue loading data from FRED
#157 opened by hhenson - 1
- 1
Feature Request: Online Data Loading
#155 opened by GreenlandZZY - 1
- 1
Feature request: Add constraint priority with automatic resolution into soft-constraints
#151 opened by enzbus - 0
- 0
Rendering of code blocks in README on github is broken
#148 opened by enzbus - 14
Example request - Margin in a different currency
#135 opened by andrewcz - 0
- 13
Feature request: handle user-defined time-varying universes (and better error checks with temporary `nan`s in user-provided returns)
#137 opened by pcgm-team - 0
BUG: packaging failed to include modules moved into submodules (constraints, data)
#136 opened by enzbus - 6
Failure on non-numeric (object dtpye) user-provided data difficult to understand
#134 opened by pcgm-team - 3
- 1
Robustify online execution of example strategies (when open prices are missing)
#132 opened by enzbus - 0
Make test suite fail on warnings
#130 opened by enzbus - 4
- 1
Pandas 2.2.0 causes issues
#128 opened by enzbus - 5
Single-step use question
#121 opened by cadedoescode - 3
do_asset_selection potential bug
#123 opened by pcgm-team - 2
- 3
NaN Handling
#116 opened by pcgm-team - 3
Error while calculating returns from 2010.
#103 opened by gladiator1410 - 0
- 3
- 1
Dollar volume assumption
#95 opened by quant5 - 3
- 5
Issue When Running examples/sp500_ndx100.py
#110 opened by ammargilani - 1
Error from sp500_ndx100 example
#109 opened by clsatterthwaite - 0
Interest rate on short sell cash proceeds
#107 opened by enzbus - 1
- 4
pip install complains of scipy<1.11.0
#104 opened by mathursuhas - 2
- 3
FactorModelSigma -> FactorModelCovariance
#102 opened by wec7 - 3
- 1
Memory Error When use more than two policiy
#98 opened by Zhangwuhao - 5
universe (and r_hat) requires cash column
#81 opened by quant5 - 6
poetry for dependency management
#83 opened by quant5 - 3
- 7
MarketData <> prepare_data
#86 opened by quant5 - 2
- 0
Make `MarketSimulator`, `TransactionCost`, `HoldingCost` agnostic to asset class and subclass them to specialize them
#100 opened by enzbus - 0
Pulling out F parameter in FactorModelCovariance
#97 opened by bast0320 - 2
questions / thoughts on examples folder
#88 opened by quant5