https://github.com/dcelisgarza/portfoliooptimiser.jl

Portfolio optimisation library.

https://github.com/dcelisgarza/portfoliooptimiser.jl

Science Score: 26.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • CITATION.cff file
  • codemeta.json file
    Found codemeta.json file
  • .zenodo.json file
    Found .zenodo.json file
  • DOI references
  • Academic publication links
  • Academic email domains
  • Institutional organization owner
  • JOSS paper metadata
  • Scientific vocabulary similarity
    Low similarity (3.5%) to scientific vocabulary

Keywords

finance financial-analysis investing investment investment-analysis julia portfolio-management portfolio-optimisation portfolio-optimization quantitative-finance
Last synced: 4 months ago · JSON representation

Repository

Portfolio optimisation library.

Basic Info
  • Host: GitHub
  • Owner: dcelisgarza
  • License: mit
  • Language: Julia
  • Default Branch: main
  • Homepage:
  • Size: 115 MB
Statistics
  • Stars: 10
  • Watchers: 1
  • Forks: 3
  • Open Issues: 1
  • Releases: 3
Topics
finance financial-analysis investing investment investment-analysis julia portfolio-management portfolio-optimisation portfolio-optimization quantitative-finance
Created almost 4 years ago · Last pushed 5 months ago
Metadata Files
Readme License

README.md

THIS PACKAGE IS NOW DEPRECATED, USE PortfolioOptimisers.jl instead

PortfolioOptimiser

| Category | Badge | |:--------:|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------:| | Docs | Stable Dev | | Examples | Binder | | CI | Tests Documentation Aqua | | Coverage | Codecov Coveralls |

Owner

  • Name: Daniel Celis Garza
  • Login: dcelisgarza
  • Kind: user
  • Location: Harwell Science and Innovation Campus, Oxfordshire, UK
  • Company: UKRI STFC: Scientific Computing Department

DPhil in Materials (University of Oxford) BSc. Chemistry (ITESM)

GitHub Events

Total
  • Create event: 34
  • Issues event: 1
  • Release event: 6
  • Watch event: 4
  • Delete event: 81
  • Issue comment event: 13
  • Push event: 802
  • Pull request review event: 3
  • Pull request event: 80
  • Fork event: 1
Last Year
  • Create event: 34
  • Issues event: 1
  • Release event: 6
  • Watch event: 4
  • Delete event: 81
  • Issue comment event: 13
  • Push event: 802
  • Pull request review event: 3
  • Pull request event: 80
  • Fork event: 1

Issues and Pull Requests

Last synced: 5 months ago

All Time
  • Total issues: 2
  • Total pull requests: 101
  • Average time to close issues: about 17 hours
  • Average time to close pull requests: 5 days
  • Total issue authors: 1
  • Total pull request authors: 3
  • Average comments per issue: 0.0
  • Average comments per pull request: 0.1
  • Merged pull requests: 27
  • Bot issues: 2
  • Bot pull requests: 69
Past Year
  • Issues: 2
  • Pull requests: 46
  • Average time to close issues: about 17 hours
  • Average time to close pull requests: 2 days
  • Issue authors: 1
  • Pull request authors: 3
  • Average comments per issue: 0.0
  • Average comments per pull request: 0.2
  • Merged pull requests: 23
  • Bot issues: 2
  • Bot pull requests: 20
Top Authors
Issue Authors
  • github-actions[bot] (2)
Pull Request Authors
  • github-actions[bot] (66)
  • dcelisgarza (32)
  • dependabot[bot] (3)
Top Labels
Issue Labels
Pull Request Labels
formatting (14) automated pr (14) no changelog (14) dependencies (3) github_actions (2)

Dependencies

.github/workflows/CI.yml actions
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  • julia-actions/julia-processcoverage v1 composite
  • julia-actions/julia-runtest v1 composite
  • julia-actions/setup-julia v1 composite
.github/workflows/TagBot.yml actions
  • JuliaRegistries/TagBot v1 composite
.github/workflows/CompatHelper.yml actions
.github/workflows/Aqua.yml actions
  • actions/checkout v3 composite
  • julia-actions/setup-julia latest composite
.github/workflows/Doc_cleanup.yml actions
  • actions/checkout v3 composite
.github/workflows/Documentation.yml actions
  • actions/checkout v3 composite
  • julia-actions/julia-buildpkg v1 composite
  • julia-actions/julia-docdeploy v1 composite
.github/workflows/Format_check.yml actions
  • actions/checkout v3 composite
  • julia-actions/setup-julia latest composite
.github/workflows/format_pr.yml actions
  • actions/checkout v2 composite
  • peter-evans/create-pull-request v3 composite