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**What are you trying to do?**
I created the efficient frontier based on a group of stocks and plotted the efficient frontier from 200 points.
Is there an **easy way** to create a data frame that sa…
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http://sophgn.com/2018/05/10/efficient-frontier-in-python_2-1/
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I am following the cookbook guide to plot the efficient frontier and optimal portfolio and the random portfolios end up becoming very bunched.
```
rf = 0.054
mu = capm_return(df, df_BM, risk_…
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The output of
```
import numpy as np
import pandas as pd
from pypfopt.efficient_frontier import EfficientFrontier
np.set_printoptions(precision=3)
n = 2
mu = (np.arange(n) + 1)**2
print("m…
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Problem: Finding the right way to create a pareto frontier for certain consumer demographics. Weirdly enough `deepcopy` is needed when both frontier finding and Sharpe-optimization.
Question:
1. H…
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I have been running this portfolio optimization function and getting the following warning, `pypfopt\efficient_frontier\efficient_frontier.py:257: UserWarning: max_sharpe transforms the optimization p…
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I have added the following lines to my spider.
````
def start_requests(self):
for url in self.start_urls:
yield SplashRequest(url, self.parse,
args={
# optiona…
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## Summary
Design and implement a minimum-viable freshness metric that can be summarized across dataflows, clusters, regions, and customers.
## Details
### Background
There is good histori…
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Number of deaths and person * n_days in isolation are in a trade-off, where longer isolation reduces total number of death but increase the person days that result in stresses for citizens. So we are …
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```
What steps will reproduce the problem?
1. Run best_first_graph_search() which implements frontier as a PriorityQueue
as defined in utils.py
uniform_cost_search() also uses best_first_graph_sea…