Skip to content

weak_portfolio.ipynb: weak portfolio always having 1/n weights #29

Open
@mpugna

Description

@mpugna

Running the notebook iin Colab the weak long-only portfolio 's weights are always equal to 0.25 (i.e. the weka portfolio is equivalent fo the equal weighted portfolio). In the original example this was not true

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions