18 synthetic returns #22
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@kasperjo could you please explain the somewhat odd coefficients? |
tschm
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Oct 23, 2023
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I am a bit puzzled by those coeffcients for sigma_r and sigma_eps
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Aaah, sorry I will fix this...
tschm
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Oct 23, 2023
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Added a function for our synthetic return predictions. Merged unconstrained_markowitz and long_only_markowitz. Fixed the Cholesky bug (although I Thomas already did this in another branch).