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cvxgrp / cvxstatarb

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portfolio-experiment #50

Open kasperjo opened 5 months ago

andrewcz commented 2 months ago

Hi @kasperjo I hope your well. is there an update on the above, excited for part 2!

kasperjo commented 2 months ago

Hi @kasperjo I hope your well. is there an update on the above, excited for part 2!

Hi Andrew! Sorry for the delay on this... There are some details that took much longer to figure out than expected, but part 2 is very close to being done now! (Probably a few weeks, and certainly before mid June!)

andrewcz commented 2 months ago

Wild! Thank you @kasperjo!

On Tue, 14 May 2024 at 9:57 PM, kasperjo @.***> wrote:

Hi @kasperjo https://github.com/kasperjo I hope your well. is there an update on the above, excited for part 2!

Hi Andrew! Sorry for the delay on this... There are some details that took much longer to figure out than expected, but part 2 is very close to being done now! (Probably a few weeks, and certainly before mid June!)

— Reply to this email directly, view it on GitHub https://github.com/cvxgrp/cvxstatarb/issues/50#issuecomment-2110015586, or unsubscribe https://github.com/notifications/unsubscribe-auth/AARQUD5POXSVGJ7EN4EDWHDZCH3ZNAVCNFSM6AAAAABELIMNIOVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDCMJQGAYTKNJYGY . You are receiving this because you commented.Message ID: @.***>

andrewcz commented 2 weeks ago

@kasperjo you did it!! well done!! great work! So i am looking to improve on your algorithm. Do you have any pointers on where I should focus my attention in terms of improving the algorithm. I am going to use it for my masters paper.

cheers, Andrew