cvxgrp/cvxportfolio
Portfolio optimization and back-testing.
1 Releases
Latest: 10mo ago
1.5.1Latest
📋 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