Skip to content

Pull requests: PyPortfolio/PyPortfolioOpt

New pull requestNew
30 Open 206 Closed
30 Open 206 Closed
Author
Filter by author
Loading
Label
Filter by label
Loading
Use alt + click/return to exclude labels
or ⇧ + click/return for logical OR
Projects
Filter by project
Loading
Milestones
Filter by milestone
Loading
Reviews
Filter by reviews
No reviewsReview requiredApproved reviewChanges requested
Assignee
Filter by who’s assigned
Assigned to nobodyLoading
Sort
Sort by
NewestOldestMost commentedLeast commentedRecently updatedLeast recently updatedBest match
Most reactions
👍👎😄🎉😕❤️🚀👀

Pull requests list

initial commit
#756 opened Aug 12, 2026 by tcicoderLoading…
Fix HRP SciPy linkage method validation
#755 opened Aug 2, 2026 by SamarthudayLoading…
3 tasks done
1
3
Fix CLA.max_sharpe() TypeError when all expected returns are equal
#753 opened Jul 31, 2026 by saket3395Loading…
2 of 3 tasks
1
[BUG] fix HRPOpt.optimize raising AttributeError under scipy >= 1.18
#751 opened Jul 29, 2026 by lenamonjLoading…
Add FXMacroData read data integration
#748 opened Jul 8, 2026 by roberttidball • Draft
docs: add uv installation guidance
#747 opened Jul 7, 2026 by robertmartin8CollaboratorLoading…
feat: add James-Stein shrinkage expected returns estimator
#746 opened Jul 3, 2026 by jrile018Loading…
5 tasks done
2
Validate CLA covariance invertibility
#745 opened Jun 30, 2026 by Whning0513Loading…
1
Handle equal-return edge case in CLA max_sharpe
#744 opened Jun 29, 2026 by Whning0513Loading…
1
Add ERCOpt: Equal Risk Contribution (Risk Parity) portfolio optimizer
#743 opened Jun 29, 2026 by hass-nationLoading…
4 tasks done
feat(hierarchical): add HERCOpt (HERC) and NCOpt (NCO) portfolio allocation
#742 opened Jun 27, 2026 by hass-nationLoading…
Raise a clearer error when CLA receives a singular covariance matrix
#741 opened Jun 21, 2026 by Whning0513Loading…
1
Fix CLA max_sharpe with equal expected returns
#740 opened Jun 21, 2026 by anmol0705Loading…
1
Improve lp_portfolio solver compatibility when ECOS_BB is unavailable
#739 opened Jun 21, 2026 by Whning0513Loading…
1
[MNT] [Dependabot](deps): Bump actions/checkout from 6 to 7 maintenance Continuous integration, unit testing & package distribution
#736 opened Jun 19, 2026 by dependabotBotLoading…
[MNT] [Dependabot](deps): Bump codecov/codecov-action from 5 to 7 maintenance Continuous integration, unit testing & package distribution
#734 opened Jun 8, 2026 by dependabotBotLoading…
[ENH] Added Fama-French 3-factor and 5-factor expected return models
#733 opened Jun 8, 2026 by WilliamTDaviesLoading…
2
Fix pytest-randomly seed overflow in numpy legacy API
#732 opened Jun 2, 2026 by I-am-UchennaLoading…
1
[ENH] Add EfficientMVSK optimizer (mean-variance-skewness-kurtosis)
#730 opened May 12, 2026 by dthinkrLoading…
3 tasks done
[MNT] [Dependabot](deps): Update scikit-base requirement from <0.14.0 to <1.1.0 maintenance Continuous integration, unit testing & package distribution
#728 opened Apr 20, 2026 by dependabotBotLoading…
Warn when covariance matrix is PSD but ill-conditioned
#726 opened Mar 23, 2026 by BortlesboatLoading…
1
Remove bash execution from cookbook notebooks
#724 opened Mar 16, 2026 by wavebyrdLoading…
2 tasks
1
1
[ENH]: Add optional value annotations to covariance/correlation plots
#723 opened Mar 12, 2026 by PredictiveManishContributorLoading…
1
1
[ENH] Remove yfinance as a dependency and implement data_loader documentation Documentation & tutorials
#721 opened Mar 3, 2026 by Shuvam586Loading…
1
23
ENH: remove bash execution preambles from cookbook notebooks (#717)
#720 opened Mar 2, 2026 by Abhishek9639Loading…
1
1
ProTip! Type gi on any issue or pull request to go back to the issue listing page.