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shayandavoodii / OnlinePortfolioSelection.jl

This package offers both traditional benchmark and newly developed Online Portfolio Selection (OPS) algorithms implementation.
https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/
MIT License
16 stars 3 forks source link

`dricorn` returns an indexing error #12

Closed shayandavoodii closed 1 year ago

shayandavoodii commented 1 year ago

This happens when the adequate amount of data is not provided to calculate the market trend. This can be fixed by increasing the number of data samples provided to the agent. However, the error isn't informative enough to know where is the problem and how to fix it.