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cvxgrp / cov_pred_finance / 5755482872
98%

Build:
DEFAULT BRANCH: main
Ran 03 Aug 2023 08:45PM UTC
Jobs 6
Files 8
Run time 1s
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03 Aug 2023 08:43PM UTC coverage: 99.816% (+0.9%) from 98.943%
5755482872

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github

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67 large universe portfolios (#88)

* exp

* experiments

* low rank ewma works

* low rank ewma

* em algorithm for factor model

* experiments

* removed mosek

* removed ccp reg

* combinations

* merged

* black

* typo

* removed tqdm dep

* make

* precommit

---------

Co-authored-by: Thomas Schmelzer <thomas.schmelzer@gmail.com>

59 of 59 new or added lines in 2 files covered. (100.0%)

543 of 544 relevant lines covered (99.82%)

5.99 hits per line

Jobs
ID Job ID Ran Files Coverage
1 5755482872.1 03 Aug 2023 08:45PM UTC 0
99.82
GitHub Action Run
2 5755482872.2 03 Aug 2023 08:45PM UTC 0
99.82
GitHub Action Run
3 5755482872.3 03 Aug 2023 08:45PM UTC 0
99.82
GitHub Action Run
4 5755482872.4 03 Aug 2023 08:45PM UTC 0
99.82
GitHub Action Run
5 5755482872.5 03 Aug 2023 08:45PM UTC 0
99.82
GitHub Action Run
6 5755482872.6 03 Aug 2023 08:45PM UTC 0
99.82
GitHub Action Run
Source Files on build 5755482872
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