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cvxgrp / cov_pred_finance
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LAST BUILD BRANCH: junie
DEFAULT BRANCH: main
Repo Added 30 May 2023 03:20AM UTC
Token gwCP3upt5ERfFhUcd8Na1UVJztkO8aa8i regen
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LAST BUILD ON BRANCH v0.1.4
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  • v0.1.4
  • 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
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  • 76-support-ruff
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  • 84-correct-readme
  • 86-organize-dependencies-in-groups
  • 89-fix-non-convergence
  • 98-install-jupyter-machinery-on-the-fly
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  • dependabot/pip/statsmodels-0.14.2
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  • 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
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  • tschm-patch-1
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25 Mar 2024 11:56PM UTC coverage: 98.387% (+0.1%) from 98.268%
8428603892

push

github

web-flow
106 how to calculate the cov mat for recent days but not all days cov mats and select recent ones (#179)

* iewma to handle nans

* funcionality to only solve at some time steps

* minor change

* edits to handling nan

* changed code file in readme file

* updated nan implementation

24 of 24 new or added lines in 2 files covered. (100.0%)

244 of 248 relevant lines covered (98.39%)

0.98 hits per line

Relevant lines Covered
Build:
Build:
248 RELEVANT LINES 244 COVERED LINES
0.98 HITS PER LINE
Source Files on v0.1.4
  • Tree
  • List 4
  • Changed 2
  • Source Changed 2
  • Coverage Changed 2
Coverage ∆ File Lines Relevant Covered Missed Hits/Line

Recent builds

Builds Branch Commit Type Ran Committer Via Coverage
8428603892 v0.1.4 106 how to calculate the cov mat for recent days but not all days cov mats and select recent ones (#179) * iewma to handle nans * funcionality to only solve at some time steps * minor change * edits to handling nan * changed code file... push 26 Mar 2024 12:01AM UTC web-flow github
98.39
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