microprediction / precise

World beating online covariance and portfolio construction.
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weak_portfolio.ipynb: weak portfolio always having 1/n weights #29

Open mpugna opened 1 year ago

mpugna commented 1 year ago

Running the notebook iin Colab the weak long-only portfolio 's weights are always equal to 0.25 (i.e. the weka portfolio is equivalent fo the equal weighted portfolio). In the original example this was not true

microprediction commented 1 year ago

Thanks I realized what happenned and I think there is a fix done.

microprediction commented 1 year ago

i.e. updating should fix it but LMK if not