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

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mpugna opened this issue Jan 27, 2023 · 2 comments
Open

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

mpugna opened this issue Jan 27, 2023 · 2 comments

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@mpugna
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mpugna commented Jan 27, 2023

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

@microprediction
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Thanks I realized what happenned and I think there is a fix done.

@microprediction
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i.e. updating should fix it but LMK if not

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