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jpmorganchase / QOKit

QOKit
https://www.jpmorgan.com/technology/applied-research
Apache License 2.0
52 stars 23 forks source link

Fix typo of scaling rule in portfolio optimization #53

Closed ZichangHe closed 7 months ago

rsln-s commented 7 months ago

Would you mind opening a PR with a fix?

ZichangHe commented 7 months ago

Yes, just created a PR. Very simple change, should be easy to merge.

Previously, we used sqrt(A) + sqrt(B). It should be sqrt(A+B).