robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
https://pyportfolioopt.readthedocs.io/
MIT License
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Update black_litterman.py #541

Open Athe-kunal opened 1 year ago

Athe-kunal commented 1 year ago

Handling the singular matrix error. If an inversion of the matrix is not possible, then solve the linear equation by least squares methods. Else, we are getting a lot of singular matrices errors for some of the actions done by the manager