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enjine-com / mcos

Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
MIT License
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Risk Parity Optimizer #29

Closed biskit1 closed 4 years ago

biskit1 commented 4 years ago

closes #4

biskit1 commented 4 years ago

note: PendingDeprecationWarning due to usages of asmatrix

biskit1 commented 4 years ago

There are warnings with matrix as well

moneygeek commented 4 years ago

ok. can you use ndarray instead?

On Tue, Mar 10, 2020 at 11:38 AM Chaya Danzinger notifications@github.com wrote:

There are warnings with matrix as well

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andystanley commented 4 years ago

Could you merge/rebase on master and add the new RiskParityOptimizer to test_mcos.py.

biskit1 commented 4 years ago

@andystanley done.