universal-portfolios | Collection of algorithms for online portfolio selection | Portfolio library

 by   Marigold Jupyter Notebook Version: 0.4.12 License: Non-SPDX

kandi X-RAY | universal-portfolios Summary

kandi X-RAY | universal-portfolios Summary

universal-portfolios is a Jupyter Notebook library typically used in Web Site, Portfolio, Example Codes applications. universal-portfolios has no bugs, it has no vulnerabilities and it has low support. However universal-portfolios has a Non-SPDX License. You can download it from GitHub.

The purpose of this Python package is to put together different Online Portfolio Selection (OLPS) algorithms and provide unified tools for their analysis. In short, the purpose of OLPS is to choose portfolio weights in every period to maximize its final wealth. Examples of such portfolios could be the Markowitz portfolio or the Universal portfolio. There is currently an active research in the area of online portfolios and even though the results are mostly theoretical, algorithms for practical use start to appear. Several state-of-the-art algorithms are implemented, based on my understanding of the available literature. Contributions or corrections are more than welcomed.
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              universal-portfolios has a low active ecosystem.
              It has 626 star(s) with 191 fork(s). There are 31 watchers for this library.
              OutlinedDot
              It had no major release in the last 12 months.
              There are 16 open issues and 39 have been closed. On average issues are closed in 55 days. There are 4 open pull requests and 0 closed requests.
              It has a neutral sentiment in the developer community.
              The latest version of universal-portfolios is 0.4.12

            kandi-Quality Quality

              universal-portfolios has 0 bugs and 0 code smells.

            kandi-Security Security

              universal-portfolios has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              universal-portfolios code analysis shows 0 unresolved vulnerabilities.
              There are 0 security hotspots that need review.

            kandi-License License

              universal-portfolios has a Non-SPDX License.
              Non-SPDX licenses can be open source with a non SPDX compliant license, or non open source licenses, and you need to review them closely before use.

            kandi-Reuse Reuse

              universal-portfolios releases are not available. You will need to build from source code and install.
              Installation instructions, examples and code snippets are available.
              It has 3189 lines of code, 290 functions and 34 files.
              It has medium code complexity. Code complexity directly impacts maintainability of the code.

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            universal-portfolios Key Features

            No Key Features are available at this moment for universal-portfolios.

            universal-portfolios Examples and Code Snippets

            No Code Snippets are available at this moment for universal-portfolios.

            Community Discussions

            QUESTION

            R Creating Portfolio Returns of Historic Trades
            Asked 2022-Apr-09 at 21:54

            I created this thread because there are currently no threads for the portfolio calendar approach in an event study. Although this approach is used in finance, this question relates to the code used in the first step of using this approach; calculating the average return of all trades over the period.

            I want to create portfolio returns (equally weighted) of a set of pre-specified trades (n =~100000), in a sample period (in this example: 01-01-2000 to 01-01-2010), while already having the actual return of these trades per day. Being that this is an event study, only the first x days are taken into account per trade (21 days in this example, with t=0 being the starting day of the period and t=20 being the final day of the trade).

            The data is structured in such a way:

            For every transaction, the ID is unique, and for every transaction the actual return per day following the event is known. For example, Ret.t0 is the return made on the day the event took place (which is found in the “Date” column, e.g. 2000-01-01), Ret.t1 is the return made on 1 day after the day the event took place (e.g., 2000-01-02).

            Creating a sample, reproducible in r code:

            ...

            ANSWER

            Answered 2022-Apr-09 at 21:54

            QUESTION

            How to make a random list with a sum of 1 with minimum and maximum limits for each element?
            Asked 2022-Mar-15 at 06:17

            I'm currently working on a long-short portfolio optimization project with python.

            The thing is that I have to generate a list that has a sum of 1 and each element of the list should be larger or equal to -1 and smaller and equal to 5.

            The length of the list must be 5 and the elements should be floats.

            Is there a way that I could make such a list?

            ...

            ANSWER

            Answered 2022-Mar-15 at 04:11

            Due to the constraint that the weights must sum to 1, there are only really four sources of randomness here. So, generate potential weights for the first four assets:

            Source https://stackoverflow.com/questions/71476762

            QUESTION

            How to open different image in lightbox than it's thumbnail in WordPress?
            Asked 2022-Mar-04 at 05:31

            I am using WordPress and looking for a plugin or code through which I am able to open a different image in the lightbox. For example, I have images in the thumbnail when clicking on that thumbnail another image should be open in the lightbox. I want to open another image in the lightbox rather than thumbnail image

            ...

            ANSWER

            Answered 2022-Mar-03 at 09:08

            Yes, It's possible. You can try this simple step from the divi.

            -> Firstly, install and activate the Divi Supreme plugin.

            -> Go to Divi Builder and look for Supreme Image Module.

            -> Under Link, Toggle “Open in Lightbox” and a new option “Use Other Lightbox Image” will show up then toggle “YES”.

            -> Upload your desired image for the lightbox.

            -> Save and Publish!

            Source https://stackoverflow.com/questions/71334181

            QUESTION

            setInterval Mousemove trail
            Asked 2022-Feb-24 at 15:07

            In my code, I wanted to create a mouse trail with 1)random images 2)a blurring effect 3) opacity transition 4) a max amount of divs in the trail.

            Similar to this: https://tympanus.net/Development/ImageTrailEffects/

            Point 2 and 3 are done, however I am stuck on point 4. The trail has a crazy strobe effect right now, which I dislike. I want it to be less sensitive and more subtle. Some kind of limitation on them. I've added a counter where I can count the amounts of divs created, but I'm unsure and stuck as to what to do now. I've looked at setInterval, but when I apply it to my function it's not working

            I've also had some issues with the creation of an array for the random backgrounds, but I'm sure I'll figure that out. The question is mostly about how to limit and control the creation of the trail, but if anyone has a tip/link as to how to create the random background images, I am all ears.

            Here the code I have up till now

            ...

            ANSWER

            Answered 2022-Feb-24 at 15:07

            Here you go mate ( I used Unsplash for the random image source ), loading images on the fly gives unwanted effects, so they have to be preloaded. you can change the timesPerSecondto control the frequency

            Source https://stackoverflow.com/questions/71253040

            QUESTION

            How can I fix this error on Vercel deploy?
            Asked 2022-Feb-05 at 15:24

            Hope you're well. I'm trying to deploy my portfolio on Vercel just to see how it goes and I'm getting the following error: "Error: Command "npm run build" exited with 127"

            Error picture

            So, after I getting this error I can't deploy it. Can anyone help me?

            ...

            ANSWER

            Answered 2022-Feb-05 at 15:24

            Go to your angular.json and there will be a fileReplacement config in that json under build block of json. rectify/remove that because the file in with property doesn't exist as per this error. you can read more about file replacements here :-

            https://angular.io/guide/build#configure-target-specific-file-replacements

            Source https://stackoverflow.com/questions/70998706

            QUESTION

            Python - Generate a list of 40 random numbers summing to 1, with min and max weight
            Asked 2021-Dec-29 at 20:28

            I have a portfolio of 40 stocks and I'm trying to calculate the standard deviation for the total portfolio while changing the weight per stock every time I calculate this standard deviation. I know how to create a list of random numbers summing to 1, but how can I add max and min weights per stock..

            The maximum I'm using is 4.5% and the minimum 0.5%.

            The code I use for creating a list of random numbers summing to 1 is:

            ...

            ANSWER

            Answered 2021-Dec-29 at 13:37

            Consider using the following:

            Source https://stackoverflow.com/questions/70519996

            QUESTION

            Portfolio NavBar : HTML, CSS, FLEXBOX
            Asked 2021-Nov-27 at 15:46

            So, This is a very specific problem:

            • I want you to run the code, and open it in a full window.
            • Now please inspect the following code, and toggle the responsive mode.
            • Now, change the dimensions to something small, until you can see a hamburger.
            • Now click the hamburger. Works fine?
            • Now close the hamburger.
            • Scroll until the end of the page, in this mobile view.
            • Now try opening the hamburger. Most probably it won't work.
            • Now scroll to about just below the top of the page in the responsive mobile view. Here open the hamburger. You should be able to see a glitched out half menu like included in the image.

            I don't know why or how this is happening. Could someone please reslove this? Any help will be appreciated.

            ...

            ANSWER

            Answered 2021-Nov-25 at 07:06

            I set a top : 80px on your navlinks in your @media (max-width: 800px) and it seems to be working. Take a look.

            Source https://stackoverflow.com/questions/70106917

            QUESTION

            Limit query result once value has been reached
            Asked 2021-Aug-23 at 21:48

            For my Stock portfolio I have two tables:

            1. The Date, Open, Close, High, Low for all stocks in my portfolio.
            2. The stocks I've picked, along with a target price for the stock to hit. Ticker, Target

            So my query result looks something like this:

            The O,C,H,L data comes from an API feed, I would like my query result to stop reporting on a ticker (in this case ALGN), once the value in the "high" column exceeds the value in the "target" column.

            If not, the query result will continue to show me O,C,H,L data for a stock I have already sold and is no longer in my portfolio.

            Would I use a CASE expression?

            23/08/2021 22:46

            I have added in a CASE expression that shows me the date my trade hit the desired target, however, my query result continues to show data after the target has been hit.

            ideally after 2021-02-04, my query would stop giving me data for that ticker....

            ...

            ANSWER

            Answered 2021-Aug-22 at 11:16

            One method uses window functions:

            Source https://stackoverflow.com/questions/68880574

            QUESTION

            Unable to toggle between division
            Asked 2021-Aug-22 at 07:24

            I am creating a portfolio by watching this tutorial - https://www.youtube.com/watch?v=27JtRAI3QO8&list=WL&index=12 (I am stuck at 1:12:13) I have created a qualification section. there are two division that is education and work. By default it shows education tab. when I click on the work tab it shows content in the work tab. But when I click back on the education tab it doesn't show the content of the education tab. actually i am beginner to js. i am unable to get the error in the js file. my Html code is

            ...

            ANSWER

            Answered 2021-Aug-22 at 07:15

            data-target and id need to be exactly the same. You used id="Education" but data-target ='#education'. Hope this will solve your problem.

            Source https://stackoverflow.com/questions/68879158

            QUESTION

            How do I duplicate a Squarespace portfolio entry and retain the background image?
            Asked 2021-Aug-10 at 17:27

            HELP ME please.

            On my Squarespace website I would like to duplicate a portfolio entry and retain the design settings of it. In particular, the background image. The portfolio entry “2050/1” has been setup correctly using code. There is an artwork background that runs behind the portfolio gallery and the footer. When I click ‘duplicate’ in the settings for this entry it creates a new portfolio entry but it has a white background, see “2050/1 (copy)”. Is there a way to duplicate the page, and many more pages, without having to individually add code? Please refer to links attached.

            https://www.regardsfromyourfuture.com/future-paintings/project-one-44zcm-57lgb-6glfy-p2f7c-nbdk9-76lc2-zh5z9

            https://www.regardsfromyourfuture.com/future-paintings/project-one-44zcm-57lgb-6glfy-p2f7c-nbdk9-76lc2-zh5z9-3pcl8

            Thanks!

            ...

            ANSWER

            Answered 2021-Aug-10 at 17:27

            The following CSS, added via Custom CSS / CSS Editor will achieve that.

            Source https://stackoverflow.com/questions/68706942

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install universal-portfolios

            Only Python 3 is supported.

            Support

            For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .
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            Install
          • PyPI

            pip install universal-portfolios

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            https://github.com/Marigold/universal-portfolios.git

          • CLI

            gh repo clone Marigold/universal-portfolios

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            git@github.com:Marigold/universal-portfolios.git

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