Issues

• Modify CostInequalityConstraint to compile risk limit to simple SOC

  enhancement
  cvxgrp/cvxportfolio#203 · Filter by author enzbus opened on Oct 4, 2025
  1

• Results from incremental policy.execute do not match full backtest

  question
  cvxgrp/cvxportfolio#190 · Filter by author 9th-Bacar opened on Mar 20, 2025
  4

• SimulatorCost can't use arbitrary estimators as nested dependents; subclassing is difficult

  docsenhancement
  cvxgrp/cvxportfolio#186 · Filter by author harveechen opened on Feb 7, 2025
  7

• Add MaxImbalance, MinImbalance, TargetImbalance constraints

  enhancement
  cvxgrp/cvxportfolio#181 · Filter by author enzbus opened on Sep 6, 2024
  1

• Improve UserProvidedMarketData input validation

  enhancement
  cvxgrp/cvxportfolio#175 · Filter by author enzbus opened on Aug 29, 2024

• Idea: UnwindingCostLimit

  enhancement
  cvxgrp/cvxportfolio#171 · Filter by author enzbus opened on Aug 23, 2024

• How are returns computed?

  question
  cvxgrp/cvxportfolio#165 · Filter by author mtomic-quant opened on Jul 10, 2024
  1

• The result of backtesting 30 years is different from 5 years?

  cvxgrp/cvxportfolio#159 · Filter by author jacktang opened on Jun 3, 2024
  5

• Feature Request: Online Data Loading

  cvxgrp/cvxportfolio#155 · Filter by author GreenlandZZY opened on May 3, 2024
  1

• can we load into our custom crypto data into cvxportfolio for backtesting and portfolio construction ? [bounty possible]

  cvxgrp/cvxportfolio#153 · Filter by author blackivory opened on Apr 30, 2024
  1

• Is it possible to have different costs definition depending on entry or exit

  docsquestion
  cvxgrp/cvxportfolio#152 · Filter by author tfrojd opened on Apr 25, 2024
  1

• Feature request: Add constraint priority with automatic resolution into soft-constraints

  enhancement
  cvxgrp/cvxportfolio#151 · Filter by author enzbus opened on Apr 23, 2024
  1

  

• Data quality issues in ftse100_daily example strategy

  enhancementexampleshelp wanted
  cvxgrp/cvxportfolio#142 · Filter by author enzbus opened on Feb 26, 2024

• Robustify online execution of example strategies (when open prices are missing)

  enhancementexamples
  cvxgrp/cvxportfolio#132 · Filter by author enzbus opened on Feb 1, 2024
  1

• Questions on accounting model (e.g., for short positions)

  question
  cvxgrp/cvxportfolio#131 · Filter by author pcgm-team opened on Feb 1, 2024
  3

• Possible issue when using Cvxportfolio's internet access through a VPN

  cvxgrp/cvxportfolio#129 · Filter by author fengwz17 opened on Jan 27, 2024
  4

• Single-step use question

  cvxgrp/cvxportfolio#121 · Filter by author quantyboidoescode opened on Dec 13, 2023
  5

• MultiPeriodOptimization Behavior Documentation

  docsexamplesquestion
  cvxgrp/cvxportfolio#117 · Filter by author pcgm-team opened on Nov 30, 2023
  15

• NaN Handling

  docsquestion
  cvxgrp/cvxportfolio#116 · Filter by author pcgm-team opened on Nov 22, 2023
  3

• Error while calculating returns from 2010.

  cvxgrp/cvxportfolio#103 · Filter by author gladiator1410 opened on Aug 3, 2023
  3

• questions / thoughts on examples folder

  cvxgrp/cvxportfolio#88 · Filter by author quant5 opened on May 25, 2023
  2

• Multiprocess error in HelloWorld

  cvxgrp/cvxportfolio#54 · Filter by author zevnicsca opened on Apr 26, 2020
  5

• MPO with monotonic trade direction

  cvxgrp/cvxportfolio#36 · Filter by author kch382001 opened on Sep 9, 2019
  1

• Can not set attribute Error in get_trades when adding terminal_weights constraint in MPO example

  cvxgrp/cvxportfolio#35 · Filter by author kch382001 opened on Sep 9, 2019
  2

• error msg MPOReturnsForecast about in MultiPeriodOptimization.ipynb

  cvxgrp/cvxportfolio#22 · Filter by author scriptzza opened on Sep 4, 2018