dcajasn/Riskfolio-Lib

Issues

• Ask why the RP model does not support MDD ADD

  #213 opened 2 months ago by quanxiang-liu
  1

• Error message from plot_drawdown function after upgrading from 6.2.3 to 6.3.0

  #212 opened 2 months ago by Jshen123
  2

• NaN Values in Mean Variance Risk Measure for Some Assets in HRP Optimization

  #210 opened 3 months ago by MhmdFasihi
  9

• error in optimization

  #211 opened 3 months ago by c-vision
  3

• 【HCPortfolio.py】Why do np.power in MV, This seems to cause RP anomalies

  #207 opened 4 months ago by quanxiang-liu
  1

• How to add custom index to jupyter_report() cumulative returns plot?

  #204 opened 5 months ago by petric3
  2

• Question about the two_diff_gap_stat function

  #202 opened 5 months ago by alfiannajih
  2

• Riskfolio-lib v. 6.1.1 fails with matplotlib 3.8.0 and 3.9.0

  #200 opened 5 months ago by dmtndr
  2

• Problem After Code Update

  #201 opened 7 months ago by sahalaaa
  1

• utils.dwnload returns uses closing prices and should use adjusted closing prices

  #199 opened 7 months ago by localperf
  2

• Possible conceptual error in implementation on HRP (De Prado)

  #198 opened 7 months ago by gioxc88
  1

• Python 3.12 support

  #196 opened 7 months ago by TobiasBulla
  1

• Latex error building reports...

  #197 opened 8 months ago by RobertHH-IS
  1

• Rewording of sentence in README

  #194 opened 9 months ago by Beliavsky
  1

• Problem while installing

  #193 opened 9 months ago by Jacques2101
  3

• support Portfolio optimization with factor model？

  #190 opened a year ago by quant2008
  1

• create reward class as a namespace to hold different reward functions

  #189 opened a year ago by marianafmedeiros
  2

• LaTeX legend with ParserError

  #175 opened a year ago by lcscosta
  3

• Constraint violation

  #174 opened a year ago by gabrielp18
  2

• Report generation failing

  #186 opened a year ago by RamXX
  1

• Examples pages

  #185 opened a year ago by mitgeni
  1

• Tutorial 18-AttributeError: 'NoneType' object has no attribute 'to_numpy'-- pls. look into

  #183 opened a year ago by WalleZJ
  4

• Positioning vector here

  #184 opened a year ago by johnfelipe
  1

• Can online portfolio problems be solved?

  #180 opened a year ago by catgrandpas
  1

• Conditional Portfolio Allocation Constraints

  #178 opened a year ago by Dominik-Cisar
  1

• Constraints in Riskfolio does not work

  #176 opened a year ago by HongyuanZhang-uzh
  1

• Plotting erros

  #173 opened a year ago by gabrielp18
  1

• example not working

  #172 opened a year ago by gigikentlight
  7

• Riskfolio > 4.0 bug in HRP constraints

  #167 opened 2 years ago by feribg
  5

• module 'riskfolio.external.cppfunctions' has no attribute 'kurtosis_matrix'

  #164 opened 2 years ago by JeretQ
  1

• Custom weights Contrain

  #163 opened 2 years ago by camizulub
  1

• Optimization without return streams

  #162 opened 2 years ago by gshen33
  1

• Pandas 2.0

  #160 opened 2 years ago by knickr
  5

• Ver. 4.1.1. does not load

  #155 opened 2 years ago by plajos1
  9

• Reports.excel_report() can't deal with multiple portfolio

  #159 opened 2 years ago by JeretQ
  1

• [Feature Request] Add Treynor Black Model for Portfolio Optimization Feature

  #161 opened 2 years ago by tan-yong-sheng
  1

• risk parity portfolio comparison to R

  #158 opened 2 years ago by msh855
  1

• Allowing sht (to allow short ) in the HCPortfolio NCO method

  #157 opened 2 years ago by AnkitAggarwalAlphagrep
  3

• Negative CAGR

  #156 opened 2 years ago by gshen33
  2

• Error:object arrays are not supported in optimization using constraints

  #154 opened 2 years ago by rserranon
  12

• module 'numpy' has no attribute 'asscalar'

  #153 opened 2 years ago by srkim
  16

• Error installing Riskfolio on MacOS Ventura

  #149 opened 2 years ago by strozzascotte
  7

• Installation error on Windows 11 with Python 3.10.10/3.11.2: error C2065: 'ssize_t': undeclared identifier

  #152 opened 2 years ago by jlchereau
  4

• Cumulative Return chart from function: PlotFunctions.plot_drawdown

  #144 opened 2 years ago by xiaoguangzhu
  4

• How to build docker image?

  #143 opened 2 years ago by 0xKoios
  1

• No module named 'scipy.sparse.linalg.eigen.arpack'; 'scipy.sparse.linalg.eigen' is not a package

  #142 opened 2 years ago by YannickKae
  2

• Weight constraints

  #141 opened 2 years ago by andreasklippinge
  3

• files not found for Tutorial 6

  #140 opened 2 years ago by xiaoguangzhu
  2

• Python 3.4

  #139 opened 2 years ago by xiaoguangzhu
  1

• Naive pip installation fails on Colab since the Python 3.8 update

  #138 opened 2 years ago by sokol11
  2