2d022fadff
Fix unclosed summary tag
2020-06-17 20:27:40 +02:00
961f2292c2
Renames rebalancingParam to rebalance in PCMs
2020-05-27 20:48:29 +01:00
a8120c197a
Improvements
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- Adding new unit test for python PCM implementations, asserting each
method is correctly called
- Reverting some unrequired changes in the
`MeanVarianceOptimizationFrameworkAlgorithm`
2020-02-20 12:13:47 -03:00
8a1823de73
Addresses Peer-Review
2020-02-18 16:00:09 +00:00
fcf2696809
Rebases With Master and Apply New API
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Improves regression algorithm by adding more sanity checks.
2020-02-18 13:47:57 +00:00
21ce895c18
Implements SectorWeightingPortfolioConstructionModel
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Provides an implementation of `IPortfolioConstructionModel` that generates percent targets based on the `CompanyReference.IndustryTemplateCode`.
2020-02-17 22:08:06 +00:00
Jasper van Merle