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Marigold / universal-portfolios

Collection of algorithms for online portfolio selection
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Use cvxopt 1.2.5+ as dependency #39

Closed changlan closed 3 years ago

changlan commented 3 years ago

cvxopt 1.2.5 does not build on Windows, so relaxing the constraint a bit for cvxopt 1.2.5-post1.

Marigold commented 3 years ago

Thanks! Need to test it on OSX, I remember that I fixed it for a reason... might wait until 1.2.6 comes out and lock dependencies then.