cvxgrp / cov_pred_finance

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• 116-new-experiments
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• 20-use-cvxsimulator-to-assess-performance
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• 32-use-from_ewmas-and-from_sigmas-to-construct-covariancecombination-objects
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Build # 8114116858

Build Type

Pull #179

github

Committed by kasperjo

Commit Message

minor change

Pull Request Pull Request #179: 106 how to calculate the cov mat for recent days but not all days cov mats and select recent ones

Run Details

28 of 28 new or added lines in 2 files covered. (100.0%)

240 of 244 relevant lines covered (98.36%)

0.98 hits per line