Recent Releases of precise
precise - Clean up and minor fix
Clean up and minor fix
- Jupyter Notebook
Published by microprediction over 1 year ago
precise - covariance skater for dict inputs like river
covariance skater for dict inputs like river
- Jupyter Notebook
Published by microprediction over 1 year ago
precise - Breaking release Python 3.10 and 3.11 are supported only
Breaking release Python 3.10 and 3.11 are supported only
- Jupyter Notebook
Published by microprediction over 1 year ago
precise - Breaking release Python 3.10 and 3.11 are supported only
Breaking release Python 3.10 and 3.11 are supported only
- Jupyter Notebook
Published by microprediction over 1 year ago
precise - remove dep
Removed dep pending https://github.com/quadprog/quadprog/pull/43
- Jupyter Notebook
Published by microprediction about 3 years ago
precise - yfinance fix for datareader
- Jupyter Notebook
Published by microprediction over 3 years ago
precise - remove noise in ppo
don't need any more
- Jupyter Notebook
Published by microprediction over 3 years ago
precise - Fix bug in weak porfolios, I hope
- Jupyter Notebook
Published by microprediction over 3 years ago
precise - missing cov!
oh my goodness
- Jupyter Notebook
Published by microprediction over 3 years ago
precise - stability sans PPO
Tests should pass on os even if PPO cannot be installed.
- Jupyter Notebook
Published by microprediction over 3 years ago
precise - verbosity on convex hull set to false
- Jupyter Notebook
Published by microprediction over 3 years ago
precise - diag threshold 10-6 -> 10-8
- Jupyter Notebook
Published by microprediction over 3 years ago
precise - small change in skater list
- Jupyter Notebook
Published by microprediction almost 4 years ago
precise - Nudging
Added nudging to some managers who use covmanagerfactory. Basically this allows the user to run any port method multiple times, and then decide to trade either to the nearest w from their current portfolio, or to somewhere in the convex hull that is even closer.
- Jupyter Notebook
Published by microprediction almost 4 years ago
precise - seriation stability fix
- Jupyter Notebook
Published by microprediction almost 4 years ago
precise - j,q arguments
Pretty big change:
- "j" argument governs frequency of portfolio calculation for all managers
- "q" argument turns any manager into an AR model for the weights, sort of
- Jupyter Notebook
Published by microprediction about 4 years ago
precise - Removed some reqs. Force protobuf ver
seriate-> ortools -> protobuf fails for protobuf ver 4 or higher, so this is no enforced in the reqs.
- Jupyter Notebook
Published by microprediction about 4 years ago
precise - schur stability
Minor change to make schur more stable in rare cases.
- Jupyter Notebook
Published by microprediction about 4 years ago
precise - fixed signatures
A few misc skaters had incorrect signatures
- Jupyter Notebook
Published by microprediction over 4 years ago
precise - more cov skaters
Added more cov skaters that use weakening
- Jupyter Notebook
Published by microprediction over 4 years ago
precise - ledoit wolf name cleanup etc
- Jupyter Notebook
Published by microprediction over 4 years ago
precise - don't call me Schurly
weak example refactoring more managers
- Jupyter Notebook
Published by microprediction over 4 years ago
precise - more skaters, elo refactoring etc
- Jupyter Notebook
Published by microprediction over 4 years ago