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Today's meeting:
- [x] confirm date-times
- [x] confirm announcement approach
- [x] discuss approach guide and team seaside chats
- [x] add assists' gh-usernames to this repo
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Is possible to use a user-specified covariance matrix in the portfolio optimisation, especially with regards to the HRP or HERC?
I don't see that this possible according to the documentation
ghost updated
2 years ago
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Emily will work on this.
Notes from Emily
[Google Drive package](https://googledrive.tidyverse.org/)
AFSCDataReport: [downloading everything collaborators have worked on from a folder in goog…
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Hi @cclatterbuck , I hope the Trash Data Workshop went well!
Today's NMFS Cohort was really awesome and we missed you. Do you still want to plan drafting out the digest, or would you like me to si…
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Hi
I have downloaded the full nasdaq data, 3300 stocks, and i have it inside a pandas dataframe, correctly indexed etc.
I would like to create an optimal portfolio by passing to PyPorfolioOpt the en…
ghost updated
3 years ago
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@yossigil - In JS, using the same name for a method and a field creates a conflict, therefore, I can't use car and cdr as field names. My suggestion is adding underscore for the field name in this par…
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**What are you trying to do?**
Setting a max number of assets to allocate weights to. For example observe a universe of 500 stocks, I only want the weights for max 10 stocks and the sum should ofcour…
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X ref. from https://github.com/lequant40/portfolio_allocation_js/issues/7, to better separate issues.
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Thanks Roman. That did the trick! Now I'm running into a di…