All pull requests

Pull requests

• Add return_raw option to BlackLittermanModel.bl_weights

  #764·heykav opened Sep 21, 2026·

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• Fix/efficient frontier label alignment

  #761·losterbr opened Sep 13, 2026·

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• fix HRPOpt.optimize() crash on scipy >= 1.18 (removed _LINKAGE_METHODS)

  #760·kpj2006 opened Aug 31, 2026·

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• [DOC] update contributing guidelines and README to reflect new lintin…

  #759·kpj2006 opened Aug 30, 2026·

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• feat: add Ledoit-Wolf 2020 analytical nonlinear shrinkage estimator

  #758·dhairya-motta opened Aug 28, 2026·

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• initial commit

  #756·tcicoder opened Aug 12, 2026·

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• Fix HRP SciPy linkage method validation

  #755·Samarthuday opened Aug 2, 2026·

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• Fix CLA.max_sharpe() TypeError when all expected returns are equal

  #753·saket3395 opened Jul 31, 2026·

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• [BUG] fix HRPOpt.optimize raising AttributeError under scipy >= 1.18

  #751·lenamonj opened Jul 29, 2026·

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• Add FXMacroData read data integration

  #748·roberttidball opened Jul 8, 2026·

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• docs: add uv installation guidance

  #747·robertmartin8 opened Jul 7, 2026·

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• feat: add James-Stein shrinkage expected returns estimator

  #746·jrile018 opened Jul 3, 2026·

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• Validate CLA covariance invertibility

  #745·Whning0513 opened Jun 30, 2026·

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• Add ERCOpt: Equal Risk Contribution (Risk Parity) portfolio optimizer

  #743·hass-nation opened Jun 29, 2026·

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• feat(hierarchical): add HERCOpt (HERC) and NCOpt (NCO) portfolio allocation

  #742·hass-nation opened Jun 27, 2026·

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• Fix CLA max_sharpe with equal expected returns

  #740·anmol0705 opened Jun 21, 2026·

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• [MNT] [Dependabot](deps): Bump actions/checkout from 6 to 7

  maintenance
  #736·dependabot[bot] opened Jun 19, 2026·

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• [MNT] [Dependabot](deps): Bump codecov/codecov-action from 5 to 7

  maintenance
  #734·dependabot[bot] opened Jun 8, 2026·

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• [ENH] Add Fama-French 3-factor and 5-factor expected return models

  #733·WilliamTDavies opened Jun 8, 2026·

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• Fix pytest-randomly seed overflow in numpy legacy API

  #732·I-am-Uchenna opened Jun 2, 2026·

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• [ENH] Add EfficientMVSK optimizer (mean-variance-skewness-kurtosis)

  #730·dthinkr opened May 12, 2026·

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• [MNT] [Dependabot](deps): Update scikit-base requirement from <0.14.0 to <1.1.0

  maintenance
  #728·dependabot[bot] opened Apr 20, 2026·

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• Warn when covariance matrix is PSD but ill-conditioned

  #726·Bortlesboat opened Mar 23, 2026·

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• Remove bash execution from cookbook notebooks

  #724·wavebyrd opened Mar 16, 2026·

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• [ENH]: Add optional value annotations to covariance/correlation plots

  #723·PredictiveManish opened Mar 12, 2026·

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