robertmartin8/PyPortfolioOpt

Issues

• Example Bug

  #624 opened a month ago by AlfonsoAndresRamos
  0

• Feature request: support GitHub codespaces

  #623 opened a month ago by tschm
  0

• Feature request: move to marimo

  #620 opened a month ago by tschm
  0

• Feature request: move to uv

  #619 opened a month ago by tschm
  0

• Feature request: Remove cla implementation by Bailey

  #616 opened a month ago by tschm
  0

• Feature request: Bring in a deptry ci/cd job

  #614 opened a month ago by tschm
  0

• Feature request: Bring in dependabot

  #613 opened a month ago by tschm
  0

• Consider upgrading numpy dependency to v2

  #605 opened a month ago by jlchereau
  0

• Use of 0.02 default risk-free rate can surprise users

  #594 opened a month ago by Beliavsky
  2

• Incorrect File Extension Parsing in save_weights_to_file Method

  #600 opened a month ago by janusson
  0

• FutureWarning Setting an item of incompatible dtype is deprecated

  #602 opened a month ago by bsdice
  1

• Erratic error while running EfficientFrontier

  #563 opened a month ago by ck1178
  1

• Question: How to use PyPortfolioOpt for algo trading strategies rather than stocks/assets

  #580 opened a month ago by ts-project
  1

• Results not same as portfoliovisualizer.com

  #596 opened a month ago by hcleungca
  3

• What is the right input to EfficientSemivariance?

  #597 opened a month ago by codemaniac
  1

• Time Varying Constraints Based on Benchmark Weights

  #598 opened a month ago by richfremgen
  1

• Plotting efficient frontier

  #601 opened a month ago by elGringo11
  1

• efficient_return raises an unnecessary value error in the long/short case

  #606 opened a month ago by jgerlach93
  1

• Feature request: extract performance attributes as attributes

  #611 opened a month ago by robertmartin8
  0

• _TEMPLATE/workflows/main.yml

  #603 opened a month ago by nellymar225
  0

• Can't import plotting, get 'seaborn-deep' is not a valid package style

  #567 opened a year ago by wayner9
  3

• from pypfopt import plotting

  #592 opened 9 months ago by Nilkanth2781
  2

• Integrate multiple variants of the Black-Litterman into the Library

  #599 opened 6 months ago by alexchiric
  0

• Failure importing "plotting"

  #577 opened a year ago by MacarocoFonseca
  1

• pypfopt\plotting.py specifies an invalid style plt.style.use("seaborn-deep")

  #581 opened 8 months ago by JonPoynter
  1

• Add fama-french 3 and fama-french 5 factors (can be also 4 or 6) for expected returns

  #595 opened 9 months ago by nikrizzi
  2

• ModuleNotFoundError: No module named 'pypfopt.efficient_frontier'

  #590 opened 10 months ago by anandkajave24
  1

• Add constraints that ignore NaN scores

  #593 opened 9 months ago by jamespanning
  0

• OptimizationError: Please check your objectives/constraints or use a different solver.

  #591 opened 9 months ago by indilyone
  0

• question - who owns or maintains this package? Do you need help with maintenance?

  #587 opened 10 months ago by fkiraly
  7

• TypeErrors in "A quick example"

  #589 opened 10 months ago by bsiegelwax
  0

• e.g Could not install on Windows CMD (Have tried poetry but no success either, Help)

  #586 opened 10 months ago by AtkinsonT
  0

• Why Doesn't max_sharp have the option of market neutral portfolio??

  #585 opened a year ago by raphael7777777
  0

• setting min and max weights on the stocks for "max_quadratic_utility" , with market_netural=True

  #584 opened a year ago by blackivory
  0

• Practical application

  #578 opened a year ago by ErfolgreichCharismatisch
  3

• Black Litterman efficient frontier Gamma Errror

  #575 opened a year ago by alpserbet
  1

• Random portfolios very bunched when following cookbook

  #576 opened a year ago by cianryan09
  2

• idzorek_method for Black Litterman (possible error in the formula)

  #560 opened a year ago by adalseno
  2

• efficient_risk issue with global min vol

  #569 opened a year ago by zkuang86
  1

• Could not install PyPortfolioOpt on macOS Monterey v. 12.5

  #579 opened a year ago by PyRickyRa
  6

• The function could black_litterman.market_implied_prior_return should be revised

  #574 opened a year ago by siliconMagic
  0

• ARM64 Docker - libopenblas.so.0: cannot open shared object file: No such file or directory

  #568 opened a year ago by JustinGuese
  1

• Unable to import the plotting module 'seeborn-deep' not an available style

  #562 opened a year ago by RicardoBlank
  4

• Feature request: add constraints to Hierarchical Risk Parity model

  #572 opened a year ago by tqdo
  0

• Not comptible with Python 3.12

  #564 opened a year ago by BeachGuy007
  1

• Could not install on MacOS Ventura 13.2.1

  #561 opened a year ago by Fabioozen
  11

• RuntimeError: can't register atexit after shutdown when calling S = CovarianceShrinkage(df).ledoit_wolf()

  #558 opened a year ago by c0indev3l
  1

• Function to calculate stdevs from historical price or return data

  #566 opened a year ago by wayner9
  0

• Any way to suppress warnings from CVXPY re: ECOS solver?

  #565 opened a year ago by wayner9
  4

• Feature request: Allow fractional shares (no rounding) in discrete allocation (post-processing)

  #559 opened a year ago by yujinio
  1