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zhangyi-hu
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pymcef
Python Monte Carlo Efficient Frontier (PyMCEF) package
BSD 3-Clause "New" or "Revised" License
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The kernel appears to have died. It will restart automatically.
#9
Amused-Net
closed
6 years ago
4
Support python3.6
#8
zhangyi-hu
closed
6 years ago
1
pymcef fails on redhat el6
#7
zhangyi-hu
closed
7 years ago
1
Add benchmark for speed and accuracy against python package cvxopt
#6
zhangyi-hu
closed
6 years ago
1
Add short position support
#5
zhangyi-hu
opened
7 years ago
1
matplotlib import error when importing pymcef on linux
#4
zhangyi-hu
closed
7 years ago
1
Add target risk tolerance as a stopping criterion in efficient frontier construction
#3
zhangyi-hu
opened
7 years ago
0
Use plot font that are available in matplotlib on mac, linux and windows
#2
zhangyi-hu
closed
6 years ago
2
crash when two assets have exactly the same mean return in the MC simulation.
#1
zhangyi-hu
closed
7 years ago
1