dcajasn Riskfolio-Lib Q A · Discussions · GitHub

Sort by: Latest activity

Q&A Discussions

Ask the community for help

You must be logged in to vote

Report

Kashmir00 asked Apr 15, 2024 in Q&A · Closed · Unanswered

1
You must be logged in to vote

Annual Returns

sazsosys asked Mar 1, 2024 in Q&A · Unanswered

0
You must be logged in to vote

Portfolio optimization with benchmark and turnover constraints for asset classes

FeCol150 asked Dec 29, 2023 in Q&A · Unanswered

1
You must be logged in to vote

Conditional Portfolio Allocation Constraints

Dominik-Cisar asked Nov 2, 2023 in Q&A · Unanswered

2
You must be logged in to vote

The problem doesn't have a solution with actual input parameters

2611999 asked Jun 7, 2023 in Q&A · Unanswered

0
You must be logged in to vote

Tutorial 18 The problem doesn't have a solution with actual input parameters

fober02 asked Jun 4, 2023 in Q&A · Unanswered

0
You must be logged in to vote

Tutorial 3: Black Litterman Mean Risk Optimization

FeCol150 asked May 29, 2023 in Q&A · Unanswered

0
You must be logged in to vote

Black Litterman - Confidence Intervals approach (Idzorek's Method)

FeCol150 asked May 29, 2023 in Q&A · Closed · Unanswered

2
You must be logged in to vote

how to fix The problem doesn't have a solution with actual input parameters

BlockWaving asked Jun 10, 2021 in Q&A · Unanswered

1
You must be logged in to vote

plot_frontier_area for more stocks and better clarity

BradKML asked Mar 16, 2023 in Q&A · Unanswered

0
You must be logged in to vote

Can I create long short portfolio using any of Hierarchical Risk Parity (HRP) algorithms

thomsonian2023 asked Mar 29, 2022 in Q&A · Unanswered

4
You must be logged in to vote

Non-continuos restriction in RiskFolio

jmlocatelli asked Mar 8, 2023 in Q&A · Unanswered

0
You must be logged in to vote

Delta Neutral Portfolio with constraints on the underlyings

allenpavlovich asked Feb 10, 2023 in Q&A · Unanswered

4
You must be logged in to vote

Example for absolute views for black litterman model?

aliencaocao asked Nov 26, 2022 in Q&A · Unanswered

1
You must be logged in to vote

Uncompounded Cumulative Returns

hale4029 asked Aug 10, 2022 in Q&A · Unanswered

0
You must be logged in to vote

Lower and upper bound group constraints (and with long/short)?

ActurialCapital asked Dec 26, 2022 in Q&A · Unanswered

0
You must be logged in to vote

Is the "target volatility" objective function currently available?

ActurialCapital asked Dec 27, 2022 in Q&A · Unanswered

2
You must be logged in to vote

Uncertainty in views in the blacklitterman_stats

aliencaocao asked Oct 23, 2022 in Q&A · Answered

3
You must be logged in to vote

Optimize for target CAGR

aliencaocao asked Oct 12, 2022 in Q&A · Answered

6
You must be logged in to vote

Adding constraint on weights

RayZor1993 asked Oct 1, 2022 in Q&A · Unanswered

1
You must be logged in to vote

Drawdown reduction

nikneural asked Sep 30, 2022 in Q&A · Unanswered

1
You must be logged in to vote

short constraints via "ConstraintsFunctions.assets_constraints"

jdavidk asked Sep 26, 2022 in Q&A · Unanswered

1
You must be logged in to vote

Question about how to use a risk-free rate higher than zero

tresbagley asked Sep 1, 2022 in Q&A · Answered

2
You must be logged in to vote

ValueError: object arrays are not supported in port.optimization

pfeliciano87 asked Dec 16, 2021 in Q&A · Unanswered

6
You must be logged in to vote

"MinRisk" and "MaxRet"

REICHIYAN asked Jul 10, 2022 in Q&A · Answered

2