Ricardo Andrés Marino Rojas 8b312efd0c Fix CA1829 warning (#8188) ...

* Fix CA1829 warning

* Fix failing test

2024-07-10 14:08:28 -03:00

..

AccumulativeInsightPortfolioConstructionModel.cs

Refactor Portfolio Construction Models to Use Insight Manager (#7077)

2023-03-17 18:00:43 -03:00

AccumulativeInsightPortfolioConstructionModel.py

PEP8 python algorithms conversion (#7950)

2024-04-18 19:43:48 -03:00

AlphaStreamsPortfolioConstructionModel.cs

Add new CustomWeight, AlphaModel for AlphaStreams (#6052)

2021-11-15 14:33:16 -03:00

BlackLittermanOptimizationPortfolioConstructionModel.cs

Fix most of CA1725 warnings (#8154)

2024-07-05 16:19:56 -03:00

BlackLittermanOptimizationPortfolioConstructionModel.py

Python models conversion to PEP8 (#7969)

2024-04-23 10:45:36 -04:00

ConfidenceWeightedPortfolioConstructionModel.cs

Renames rebalancingParam to rebalance in PCMs

2020-05-27 20:48:29 +01:00

ConfidenceWeightedPortfolioConstructionModel.py

PEP8 python algorithms conversion (#7950)

2024-04-18 19:43:48 -03:00

EqualWeightingPortfolioConstructionModel.cs

Performance Improvements (#7064)

2023-03-14 12:00:42 -03:00

EqualWeightingPortfolioConstructionModel.py

PEP8 python algorithms conversion (#7950)

2024-04-18 19:43:48 -03:00

InsightWeightingPortfolioConstructionModel.cs

Fix bug in Insight Weighted PCM (#7333)

2023-06-23 10:08:45 -03:00

InsightWeightingPortfolioConstructionModel.py

PEP8 python algorithms conversion (#7950)

2024-04-18 19:43:48 -03:00

MaximumSharpeRatioPortfolioOptimizer.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

MaximumSharpeRatioPortfolioOptimizer.py

Python models conversion to PEP8 (#7969)

2024-04-23 10:45:36 -04:00

MeanReversionPortfolioConstructionModel.cs

Fix CS1570 and CS1572 warnings (#8187)

2024-07-10 11:16:16 -03:00

MeanReversionPortfolioConstructionModel.py

Mean Reversion Portfolio Construction Model (#6519)

2022-08-04 11:20:11 -03:00

MeanVarianceOptimizationPortfolioConstructionModel.cs

Enable custom Python optimizer in C# MeanVarianceOptimizationPortfolioConstructionModel (#7274)

2023-05-25 10:15:56 -03:00

MeanVarianceOptimizationPortfolioConstructionModel.py

Python models conversion to PEP8 (#7969)

2024-04-23 10:45:36 -04:00

MinimumVariancePortfolioOptimizer.cs

Improves MinimumVariancePortfolioOptimizer Values Handling (#7106)

2023-03-21 11:24:58 -03:00

MinimumVariancePortfolioOptimizer.py

Python models conversion to PEP8 (#7969)

2024-04-23 10:45:36 -04:00

PortfolioOptimizerPythonWrapper.cs

PEP8 style algorithm API (#7909)

2024-04-12 17:29:15 -03:00

ReturnsSymbolData.cs

Wire ROC for updates in risk parity PCM (#7485)

2023-09-26 11:28:12 -03:00

RiskParityPortfolioConstructionModel.cs

Wire ROC for updates in risk parity PCM (#7485)

2023-09-26 11:28:12 -03:00

RiskParityPortfolioConstructionModel.py

Python models conversion to PEP8 (#7969)

2024-04-23 10:45:36 -04:00

RiskParityPortfolioOptimizer.cs

Fix most of CA1725 warnings (#8154)

2024-07-05 16:19:56 -03:00

RiskParityPortfolioOptimizer.py

Python models conversion to PEP8 (#7969)

2024-04-23 10:45:36 -04:00

SectorWeightingPortfolioConstructionModel.cs

Fix CA1829 warning (#8188)

2024-07-10 14:08:28 -03:00

SectorWeightingPortfolioConstructionModel.py

PEP8 python algorithms conversion (#7950)

2024-04-18 19:43:48 -03:00

UnconstrainedMeanVariancePortfolioOptimizer.cs

Address review: readd Framework project

2019-04-03 21:55:43 -03:00

UnconstrainedMeanVariancePortfolioOptimizer.py

Python models conversion to PEP8 (#7969)

2024-04-23 10:45:36 -04:00