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Asset Returns Calculation 15/15
Calculate Variances of Returns 15/15
Eigen Portfolio Weights 15/15
Second Eigen Portfolio Weights 15/15
Eigen Portfolios: Sorted by Sharpe Ratio 25/25
Portfolio with the Highest Sharpe Ratio 15/15
Having issue clearing the grader for sorted by Sharpe ratio.
The sorted sharpe ratio portfolio I am getting is 42, 104, 2, 94, 9, ... We know that 42 is definitely right, since 42 cleared the section of Portfolio with the Highest Sharpe Ratio.
The text was updated successfully, but these errors were encountered:
However, results will have NaN value which I then used results.dropna(inplace=True) to remove the NaN value. This helps to cleared Eigen Portfolios: Sorted by Sharpe Ratio but Portfolio with the Highest Sharpe Ratio would fail the grader. This can be easily resolved by using
idx_highest_sharpe = np.nanargmax(sharpe_metric)
to obtained the idx with the highest sharpe instead of
Current submission
Asset Returns Calculation 15/15
Calculate Variances of Returns 15/15
Eigen Portfolio Weights 15/15
Second Eigen Portfolio Weights 15/15
Eigen Portfolios: Sorted by Sharpe Ratio 25/25
Portfolio with the Highest Sharpe Ratio 15/15
Having issue clearing the grader for sorted by Sharpe ratio.
The sorted sharpe ratio portfolio I am getting is 42, 104, 2, 94, 9, ... We know that 42 is definitely right, since 42 cleared the section of Portfolio with the Highest Sharpe Ratio.
The text was updated successfully, but these errors were encountered: