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Pull requests: PyPortfolio/PyPortfolioOpt

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Pull requests list

feat: add Ledoit-Wolf 2020 analytical nonlinear shrinkage estimator
#758 opened Aug 28, 2026 by dhairya-motta Loading…
Add assume_PSD=True to ex_ante_tracking_error's quad_form
#757 opened Aug 24, 2026 by shlokkvaishnav Loading…
initial commit
#756 opened Aug 12, 2026 by tcicoder Loading…
Fix HRP SciPy linkage method validation
#755 opened Aug 2, 2026 by Samarthuday Loading…
3 tasks done
1
3
Fix CLA.max_sharpe() TypeError when all expected returns are equal
#753 opened Jul 31, 2026 by saket3395 Loading…
2 of 3 tasks
1
[BUG] fix HRPOpt.optimize raising AttributeError under scipy >= 1.18
#751 opened Jul 29, 2026 by lenamonj Loading…
Add FXMacroData read data integration
#748 opened Jul 8, 2026 by roberttidball Loading…
docs: add uv installation guidance
#747 opened Jul 7, 2026 by robertmartin8 Collaborator Loading…
feat: add James-Stein shrinkage expected returns estimator
#746 opened Jul 3, 2026 by jrile018 Loading…
5 tasks done
2
Validate CLA covariance invertibility
#745 opened Jun 30, 2026 by Whning0513 Loading…
1
Handle equal-return edge case in CLA max_sharpe
#744 opened Jun 29, 2026 by Whning0513 Loading…
1
Add ERCOpt: Equal Risk Contribution (Risk Parity) portfolio optimizer
#743 opened Jun 29, 2026 by hass-nation Loading…
4 tasks done
feat(hierarchical): add HERCOpt (HERC) and NCOpt (NCO) portfolio allocation
#742 opened Jun 27, 2026 by hass-nation Loading…
Fix CLA max_sharpe with equal expected returns
#740 opened Jun 21, 2026 by anmol0705 Loading…
1
[MNT] [Dependabot](deps): Bump actions/checkout from 6 to 7 maintenance Continuous integration, unit testing & package distribution
#736 opened Jun 19, 2026 by dependabot Bot Loading…
[MNT] [Dependabot](deps): Bump codecov/codecov-action from 5 to 7 maintenance Continuous integration, unit testing & package distribution
#734 opened Jun 8, 2026 by dependabot Bot Loading…
[ENH] Added Fama-French 3-factor and 5-factor expected return models
#733 opened Jun 8, 2026 by WilliamTDavies Loading…
2
Fix pytest-randomly seed overflow in numpy legacy API
#732 opened Jun 2, 2026 by I-am-Uchenna Loading…
1
[ENH] Add EfficientMVSK optimizer (mean-variance-skewness-kurtosis)
#730 opened May 12, 2026 by dthinkr Loading…
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 dependabot Bot Loading…
Warn when covariance matrix is PSD but ill-conditioned
#726 opened Mar 23, 2026 by Bortlesboat Loading…
1
Remove bash execution from cookbook notebooks
#724 opened Mar 16, 2026 by wavebyrd Loading…
2 tasks
1
1
[ENH]: Add optional value annotations to covariance/correlation plots
#723 opened Mar 12, 2026 by PredictiveManish Contributor Loading…
1
1
[ENH] Remove yfinance as a dependency and implement data_loader documentation Documentation & tutorials
#721 opened Mar 3, 2026 by shuvam586 Loading…
1
23
ENH: remove bash execution preambles from cookbook notebooks (#717)
#720 opened Mar 2, 2026 by Abhishek9639 Loading…
1
1
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