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github.com/GeomScale/PorQua

A python library for portfolio optimization and index replication
https://github.com/GeomScale/PorQua

Change in portfolio turnover calculation and test, Ledoit-Wolfe cov, base for Github actions

huuphuocle opened this pull request 27 days ago

feat: CI/CD pipeline to test-PR

ARYPROGRAMMER opened this pull request 28 days ago

Implement a new class for score constrained portfolios

TolisChal opened this pull request about 1 month ago

Feature adaptive selection

cbachela opened this pull request 2 months ago

✨ Standardize CSV File Formats for Consistency (#8)

LitZeus opened this pull request 3 months ago

Remove duplicate data from tests

vfisikop opened this pull request 4 months ago

Mix of csv formats

vfisikop opened this issue 4 months ago

Write tutorial

TolisChal opened this issue 4 months ago

Write documentation | Write docstrings

TolisChal opened this issue 4 months ago

Implement CI workflow

TolisChal opened this issue 5 months ago

Backtest with UniverseSelection

tmhho opened this pull request 5 months ago

Tests for qpsolvers, example for comparing different solvers, backtest framework

tmhho opened this pull request 7 months ago

first commit

cbachela opened this pull request 7 months ago

Add license file

TolisChal opened this pull request 7 months ago