Louis Szeto dff92ac85e Fix BlackLittermanPortfolioConstructionModel (#6603) ...

* Remove redundant dimension that throw error

* Fix bug

* Fix bug

* Add dimension test

* Fix test and bug

* Fix python bug

* Address peer review

* Update python workflow

* Update python and test

2022-09-01 16:43:23 -03:00

..

Alphas

Set default constructor values to match those in Python (#6348)

2022-05-23 21:31:48 -03:00

Execution

docs: portfolio readability fixes (#6553)

2022-08-17 10:23:40 -03:00

Portfolio

Fix BlackLittermanPortfolioConstructionModel (#6603)

2022-09-01 16:43:23 -03:00

Properties

Remove all nuspec files (#5311)

2021-02-18 17:13:11 -03:00

Risk

Fixed bug for trailing stop model tracking original security price (#6356)

2022-05-26 19:50:54 -03:00

Selection

docs: algorithm readability improvements (#6554)

2022-08-17 10:39:57 -07:00

CustomWeightingAlphaStreamsPortfolioConstructionModel.cs

Add new CustomWeight, AlphaModel for AlphaStreams (#6052)

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

NotifiedSecurityChanges.cs

Do not send internal SecurityChanges to Algorithm (#6118)

2021-12-21 20:24:32 -03:00

QuantConnect.Algorithm.Framework.csproj

Addition of Risk Parity Portfolio Construction Model (#6577)

2022-08-26 12:23:31 -03:00