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cvxgrp

cvxgrp/cvxportfolio

Portfolio optimization and back-testing.

1 Releases
Latest: 10mo ago
1.5.1Latest
enzbusenzbus·10mo ago·July 6, 2025
GitHub

📋 What's Changed

  • Minor fix `universes.py`, change format wikipedia ndx100 by @enzbus in https://github.com/cvxgrp/cvxportfolio/pull/195
  • Fix example strategies for a delisting by @enzbus in https://github.com/cvxgrp/cvxportfolio/pull/196
  • Adhoc delisting fix by @enzbus in https://github.com/cvxgrp/cvxportfolio/pull/197
  • Trying fix test suite by @enzbus in https://github.com/cvxgrp/cvxportfolio/pull/198
  • pin one more package for old versions testing (new ver throws deprecationwarning) by @enzbus in https://github.com/cvxgrp/cvxportfolio/pull/199
  • fix tests, figured out issue with matplotlib on windows 3.13, unpinned OSQP by @enzbus in https://github.com/cvxgrp/cvxportfolio/pull/200
  • Full Changelog: https://github.com/cvxgrp/cvxportfolio/compare/1.5.0...1.5.1