cvxgrp / cov_pred_finance

98%

main: 98%

LAST BUILD ON BRANCH book

branch: book

CHANGE BRANCH

x

Reset

Sync Branches

• book
• 100-remove-construction-of-kernel
• 102-update-pre-commit
• 106-how-to-calculate-the-cov-mat-for-recent-days-but-not-all-days-cov-mats-and-select-recent-ones
• 116-new-experiments
• 127-handling-nans
• 152-clean-dev-dependencies
• 155-remove-upper-bound-on-python
• 180-handling-nans-in-the-combinator
• 183-playground
• 191-smooth-weights
• 20-use-cvxsimulator-to-assess-performance
• 200-convex-concave-low-rank
• 201-ccp-lowrank-2
• 215-move-to-cvxpy-base-and-clarabel
• 219-move-to-cvxpy-base-and-clarabel
• 23-report-coverage
• 242-bring-in-deptry
• 245-tyler
• 25-improve-readme
• 252-move-to-uv
• 265-towards-uv
• 282-update-makefile-for-uv
• 291-update-devcontainer
• 32-use-from_ewmas-and-from_sigmas-to-construct-covariancecombination-objects
• 34-revisit-notebook-in-book
• 36-rename-covariance_combination-to-combination
• 37-_covariancecombination-should-expose-sigmas-and-returns-as-properties
• 43-update-the-book-index-file
• 45-fix-broken-notebook
• 47-fix-sphinx-documentation
• 49-bring-in-pre-commit-hooks
• 52-add-reference-in-readme
• 54-coverage
• 60-work-on-generative-mode-extension
• 62-tqdm-removal
• 64-standard-factor-form-experiments
• 66-large-universe-portfolios
• 67-large-universe-portfolios
• 68-devcontainer
• 71-update-dependencies
• 73-introduce-makefile
• 76-support-ruff
• 79-fix-pre-commit-problems
• 81-support-dev-containers
• 84-correct-readme
• 86-organize-dependencies-in-groups
• 89-fix-non-convergence
• 98-install-jupyter-machinery-on-the-fly
• coverage
• cvxcooker
• dependabot/github_actions/actions/checkout-4
• dependabot/github_actions/cvxgrp/dot-github-2.0.0
• dependabot/github_actions/pre-commit/action-3.0.1
• dependabot/pip/arch-6.2.0
• dependabot/pip/arch-6.3.0
• dependabot/pip/arch-7.0.0
• dependabot/pip/arch-7.1.0
• dependabot/pip/arch-7.2.0
• dependabot/pip/black-23.7.0
• dependabot/pip/clarabel-0.10.0
• dependabot/pip/cvxpy-1.4.1
• dependabot/pip/cvxpy-1.4.2
• dependabot/pip/cvxpy-1.4.3
• dependabot/pip/cvxpy-1.5.1
• dependabot/pip/cvxpy-base-1.5.2
• dependabot/pip/cvxpy-base-1.5.3
• dependabot/pip/cvxpy-base-1.6.0
• dependabot/pip/cvxsimulator-0.7.6
• dependabot/pip/cvxsimulator-0.7.8
• dependabot/pip/cvxsimulator-0.8.11
• dependabot/pip/cvxsimulator-0.8.3
• dependabot/pip/cvxsimulator-0.9.11
• dependabot/pip/cvxsimulator-0.9.13
• dependabot/pip/cvxsimulator-0.9.14
• dependabot/pip/cvxsimulator-0.9.15
• dependabot/pip/cvxsimulator-0.9.16
• dependabot/pip/cvxsimulator-0.9.17
• dependabot/pip/cvxsimulator-0.9.18
• dependabot/pip/cvxsimulator-0.9.19
• dependabot/pip/cvxsimulator-0.9.3
• dependabot/pip/cvxsimulator-1.0.0
• dependabot/pip/cvxsimulator-1.0.1
• dependabot/pip/loguru-0.7.2
• dependabot/pip/matplotlib-3.8.0
• dependabot/pip/matplotlib-3.8.1
• dependabot/pip/matplotlib-3.8.2
• dependabot/pip/numpy-2.2.0
• dependabot/pip/numpy-2.2.1
• dependabot/pip/numpy-2.2.2
• dependabot/pip/pandas-2.1.0
• dependabot/pip/pandas-2.1.1
• dependabot/pip/pandas-2.1.2
• dependabot/pip/pandas-2.1.3
• dependabot/pip/pandas-2.2.0
• dependabot/pip/pandas-2.2.1
• dependabot/pip/pandas-2.2.2
• dependabot/pip/pandas-2.2.3
• dependabot/pip/pillow-10.0.1
• dependabot/pip/plotly-5.17.0
• dependabot/pip/plotly-5.18.0
• dependabot/pip/plotly-5.19.0
• dependabot/pip/plotly-5.20.0
• dependabot/pip/plotly-5.21.0
• dependabot/pip/plotly-5.22.0
• dependabot/pip/plotly-5.23.0
• dependabot/pip/plotly-5.24.0
• dependabot/pip/plotly-5.24.1
• dependabot/pip/plotly-6.0.0
• dependabot/pip/pre-commit-3.6.1
• dependabot/pip/pre-commit-3.6.2
• dependabot/pip/pre-commit-3.7.0
• dependabot/pip/pre-commit-3.7.1
• dependabot/pip/pre-commit-3.8.0
• dependabot/pip/pre-commit-4.0.0
• dependabot/pip/pre-commit-4.0.1
• dependabot/pip/pre-commit-4.1.0
• dependabot/pip/pytest-7.4.0
• dependabot/pip/pytest-7.4.1
• dependabot/pip/pytest-7.4.2
• dependabot/pip/pytest-7.4.3
• dependabot/pip/pytest-8.0.0
• dependabot/pip/pytest-8.0.1
• dependabot/pip/pytest-8.0.2
• dependabot/pip/pytest-8.1.0
• dependabot/pip/pytest-8.1.1
• dependabot/pip/pytest-8.2.0
• dependabot/pip/pytest-8.2.1
• dependabot/pip/pytest-8.2.2
• dependabot/pip/pytest-8.3.1
• dependabot/pip/pytest-8.3.2
• dependabot/pip/pytest-8.3.3
• dependabot/pip/pytest-8.3.4
• dependabot/pip/pytest-cov-5.0.0
• dependabot/pip/pytest-cov-6.0.0
• dependabot/pip/ruff-0.0.284
• dependabot/pip/scikit-learn-1.3.1
• dependabot/pip/scikit-learn-1.3.2
• dependabot/pip/scikit-learn-1.4.0
• dependabot/pip/scikit-learn-1.4.1.post1
• dependabot/pip/scikit-learn-1.4.2
• dependabot/pip/scikit-learn-1.5.0
• dependabot/pip/scikit-learn-1.5.1
• dependabot/pip/scikit-learn-1.5.2
• dependabot/pip/scikit-learn-1.6.0
• dependabot/pip/scikit-learn-1.6.1
• dependabot/pip/scipy-1.11.3
• dependabot/pip/scipy-1.11.4
• dependabot/pip/scipy-1.12.0
• dependabot/pip/scipy-1.13.0
• dependabot/pip/scipy-1.13.1
• dependabot/pip/scipy-1.15.0
• dependabot/pip/scipy-1.15.1
• dependabot/pip/seaborn-0.13.0
• dependabot/pip/statsmodels-0.14.2
• dependabot/pip/statsmodels-0.14.3
• dependabot/pip/statsmodels-0.14.4
• dependabot/pip/tornado-6.3.3
• dependabot/pip/tqdm-4.66.1
• dependabot/pip/tqdm-4.66.2
• dependabot/pip/tqdm-4.66.3
• dependabot/pip/tqdm-4.66.5
• dependabot/pip/tqdm-4.67.0
• dependabot/pip/tqdm-4.67.1
• dependabot/pip/urllib3-2.0.6
• dependabot/pip/urllib3-2.0.7
• dependabot/pip/yfinance-0.2.28
• dependabot/pip/yfinance-0.2.30
• dependabot/pip/yfinance-0.2.31
• dependabot/pip/yfinance-0.2.32
• junie
• kasperjo-patch-1
• main
• pre-commit-ci-update-config
• renovate/cvxgrp-.github-2.x
• renovate/pre-commit
• stephenpboyd-patch-1
• tschm-patch-1
• tschm-patch-2
• tschm-patch-3
• tschm-patch-4
• tschm-patch-5
• use-cvxsimulator-to-assess-performance
• v0.0.7
• v0.0.8
• v0.0.9
• v0.1.0
• v0.1.1
• v0.1.2
• v0.1.3
• v0.1.4
• v0.1.5

Merge c599f305b into 0b659d6e5