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turing-usp
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hack-itau-quant
Hackathon de otimização de portfólio - Itaú Asset
MIT License
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Update backtesting, denoising and HRP.
#37
lucas-leme
closed
3 years ago
0
Resolution
#36
guilhermefgs
closed
3 years ago
0
update readme
#35
guilhermefgs
closed
3 years ago
0
[chore] add doc string
#34
guilhermefgs
closed
3 years ago
0
add readme
#33
AZANK7173
closed
3 years ago
0
[chore] add bloomberg data
#32
guilhermefgs
closed
3 years ago
0
Add HRP
#31
lucas-leme
closed
3 years ago
0
Add denoising module
#30
lucas-leme
closed
3 years ago
0
[chore] add requirements.txt
#29
guilhermefgs
closed
3 years ago
0
Fix markowitz plus plotly
#28
guilhermefgs
closed
3 years ago
0
Add HRP
#27
lucas-leme
closed
3 years ago
0
Adiciona numero de pontos pro gráfico e resolve treta do max return
#26
guilhermefgs
closed
3 years ago
0
Conseguir pegar dados da bloomberg
#25
guilhermefgs
closed
3 years ago
0
Criar Notebook apresentando o projeto
#24
lucas-leme
closed
3 years ago
0
Módulo de denoising
#23
guilhermefgs
closed
3 years ago
0
Adiciona Teste de hipotese da parte 3
#22
lucas-leme
closed
3 years ago
0
Backtesting
#21
guilhermefgs
closed
3 years ago
0
Adiciona ValueError com optimal_risk com pesos negativos
#20
lucas-leme
closed
3 years ago
0
Ponto máximo da curva
#19
guilhermefgs
closed
3 years ago
0
Adicionar Parâmetro Np para gerar gráficos
#18
guilhermefgs
closed
3 years ago
0
Alterar plot para Plotly
#17
guilhermefgs
closed
3 years ago
0
Efficiente Frontier Plot
#16
lucas-leme
closed
3 years ago
0
Atualizar README
#15
guilhermefgs
closed
3 years ago
0
Adicionar arquivo requirements.txt
#14
guilhermefgs
closed
3 years ago
0
Novo otimizador Markowitz e métodos para gerar carteiras eficientes em EfficientFrontier
#13
guilhermefgs
closed
3 years ago
0
Adicionar método efficient_risk na EfficientFrontier
#12
guilhermefgs
closed
3 years ago
0
Adicionar solver Markowitz baseado na resposta do livro Mathematical Financial Economics
#11
guilhermefgs
closed
3 years ago
0
Adicionar visualização da fronteira eficiente
#10
guilhermefgs
closed
3 years ago
0
[feat] optimization module with qp
#9
guilhermefgs
closed
3 years ago
0
Criar modulo de otimização
#8
guilhermefgs
closed
3 years ago
0
[chore] add efficient frontier class
#7
guilhermefgs
closed
3 years ago
0
Adicionar infra de testes com pytest
#6
guilhermefgs
opened
3 years ago
0
[chore] add package structure
#5
guilhermefgs
closed
3 years ago
0
Criar classe que realiza a otimização
#4
guilhermefgs
closed
3 years ago
0
Estudar: otimização quadrática em python
#3
guilhermefgs
closed
3 years ago
2
Parte 1: Otimização
#2
guilhermefgs
closed
3 years ago
0
Criar estrutura de pastas para o pacote
#1
guilhermefgs
closed
3 years ago
0