jankrepl/deepdow

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Portfolio optimization with deep learning.

Stars: 1.2k
Forks: 170
Open beginner issues: 0
Indexed issues: 27

Dominant language: Python
License: Apache-2.0
Last GitHub push: Jan 24, 2024
Latest indexed: Sep 18, 2026
Contributing guide: No contributing guide
Code of conduct: No code of conduct
Beginner labels: good first issue
PR merge metrics: No merged PRs in 30d

Beginner friendly Everything

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27 issues indexed so far

Create a Long/Short portfolio Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

jankrepl/deepdow#151 · Opened Jan 9, 2025
readthedocs 0.2.3 build failed Open

Difficulty 3/5 1-2 days Newbie friendliness 10/100

jankrepl/deepdow#150 · Opened Jan 24, 2024
Drop `--disable-warnings` and address all warnings Open

Difficulty 4/5 3-5 days Newbie friendliness 20/100

jankrepl/deepdow#149 · Opened Jan 24, 2024
Increase in Columns Open

Difficulty 3/5 1-2 days Newbie friendliness 25/100

jankrepl/deepdow#146 · 2 comments · Opened Sep 19, 2023
Any papers support the portfolio optimization via deep learning directly? Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

jankrepl/deepdow#145 · 2 comments · Opened Mar 15, 2023
Getting Prediction of New Data Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

jankrepl/deepdow#143 · 2 comments · Opened Jan 16, 2023
How does raw_to_Xy() know which column to use to calculate returns Open

Difficulty 1/5 Under an hour Newbie friendliness 25/100

jankrepl/deepdow#129 · 3 comments · Opened Apr 4, 2022
May you please provide a Jupyter Notebook Open

Difficulty 4/5 3-5 days Newbie friendliness 25/100

jankrepl/deepdow#122 · 2 comments · Opened Nov 19, 2021
[Feature Request] Optimal Portfolio Allocation via Independent Component Analysis Open

Difficulty 5/5 Over a week Newbie friendliness 22/100

jankrepl/deepdow#119 · 2 comments · Opened Sep 2, 2021
Trouble with cvxpy Open

Difficulty 4/5 3-5 days Newbie friendliness 15/100

jankrepl/deepdow#117 · 1 comment · 1 reaction · Opened Jul 31, 2021
Learn to rank portfolio Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

jankrepl/deepdow#114 · 2 comments · 1 reaction · Opened May 16, 2021
Trouble running code with CovarianceMatrix(sqrt=True) Open

Difficulty 4/5 3-5 days Newbie friendliness 25/100

jankrepl/deepdow#108 · 8 comments · Opened Dec 26, 2020
Rescale allocation layer Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 35/100

jankrepl/deepdow#102 · 1 comment · Opened Dec 4, 2020
Variational softmax is missing a constraint Open

bug

Difficulty 2/5 1-3 hours Newbie friendliness 50/100

jankrepl/deepdow#70 · Opened Jul 9, 2020
Implement __sub__ Open

enhancement good first issue

Difficulty 3/5 1-2 days Newbie friendliness 45/100

jankrepl/deepdow#68 · Opened Jul 7, 2020
Example: Zipline with Quandl bundle Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

jankrepl/deepdow#64 · 6 comments · Opened Jun 18, 2020
Notebook examples + binder Open

Difficulty 4/5 3-5 days Newbie friendliness 20/100

jankrepl/deepdow#54 · Opened Jun 7, 2020
Additional augmentations Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 25/100

jankrepl/deepdow#48 · Opened Jun 7, 2020
Generating synthetic data Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 20/100

jankrepl/deepdow#43 · Opened Jun 4, 2020
Dealing with sum(w) != 1 Open

bug

Difficulty 5/5 Over a week Newbie friendliness 20/100

jankrepl/deepdow#41 · Opened Jun 3, 2020
Example: Demonstrate how 1D convolutions affect allocation Open

documentation

Difficulty 3/5 1-2 days Newbie friendliness 35/100

jankrepl/deepdow#35 · Opened May 29, 2020
Create FAQ section in documentation Open

documentation

Difficulty 4/5 3-5 days Newbie friendliness 20/100

jankrepl/deepdow#34 · Opened May 29, 2020
Create contributing section in the docs Open

documentation

Difficulty 2/5 1-3 hours Newbie friendliness 25/100

jankrepl/deepdow#33 · Opened May 29, 2020
Clipping in gradient_wrt_input Open

enhancement

Difficulty 4/5 3-5 days Newbie friendliness 35/100

jankrepl/deepdow#32 · Opened May 28, 2020
Make raw_to_Xy more transparent Open

enhancement good first issue

Difficulty 5/5 Over a week Newbie friendliness 25/100

jankrepl/deepdow#30 · 1 reaction · Opened May 28, 2020
Cleanup docs Open

documentation good first issue

Difficulty 3/5 1-2 days Newbie friendliness 35/100

jankrepl/deepdow#29 · 2 comments · Opened May 28, 2020
Custom portfolio benchmark Open

enhancement good first issue

Difficulty 5/5 Over a week Newbie friendliness 25/100

jankrepl/deepdow#28 · 4 comments · 1 reaction · Opened May 28, 2020

jankrepl/deepdow

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