GitHub · Where software is built

Labels Milestones New issue

Incorrect DownsideDeviation with Time-Varying MAR

#48

· gcpoole opened

on Jan 19, 2026

Max ES Ratio with Sortino Covariance Matrix

#47

· diegoperoni opened

on Apr 17, 2025

[FR] Return information on solver failure in <code>optimize.portfolio.rebalancing</code>

#45

· SteveBronder opened

on Jan 2, 2025

[Bug?] Use Stick breaking or other scheme instead of division by sum to avoid division by small or zero value

#44

· SteveBronder opened

on Jan 2, 2025

[FR] Allow user to set parallelization level for <code>optimize.portfolio.rebalancing</code>

#43

· SteveBronder opened

on Jan 2, 2025

Is it possible to apply a time varying “Factor Exposure” when factor exposure constraint is added?

#42

· GilthasLIU opened

on Jul 30, 2024

add.constraint type = "position_limit" causes error when running random_portfolios_v2 with sample method

#41

· GreenGrassBlueOcean opened

on Jul 18, 2024

Error when reading optimize_method in optimize.portfolio.rebalancing

#36

· goodnewz opened

on Jan 9, 2023

Optimization with ROI method not working for specific edhec period

#31

· cruelas opened

on Nov 16, 2021

Optimize with rebalancing weights not adding up to 1 (minimum variance).

#30

· SeveralAbility opened

on Apr 9, 2021

Has anyone tried this with a true fixed income portfolio?

#29

· thestockman27 opened

on Feb 13, 2021

optimize.portfolio.rebalancing() might have mishandled the situation that training_period is NULL and rolling_window is specified

#27

· caicaifearless opened

on Aug 7, 2020