search

enjine-com / mcos

Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
MIT License
55 stars 18 forks source link

Fix RiskParityOptimizer in test_mcos #35

Closed andystanley closed 4 years ago

andystanley commented 4 years ago

After we added the RiskParityOptimizer to test_mcos we didn't update the test cases. We should update these to ensure all our tests our passing.

moneygeek commented 4 years ago

Chaya could you address this?

On Sat, Mar 14, 2020, 1:02 PM Andrew Stanley notifications@github.com wrote:

After we added the RiskParityOptimizer to test_mcos we didn't update the test cases. We should update these to ensure all our tests our passing.

— You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub https://github.com/enjine-com/mcos/issues/35, or unsubscribe https://github.com/notifications/unsubscribe-auth/AAXTIXMM55NX74VSBT2BLULRHO2DFANCNFSM4LJM4RYQ .