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Changed layout of legacy code. Tests #82: Commit 782550e pushed by Sinbad-The-Sailor
February 4, 2024 19:40 28s new_structure
new_structure
February 4, 2024 19:40 28s
Updated requirements path for Github actions. Tests #81: Commit 7cb5d06 pushed by Sinbad-The-Sailor
February 4, 2024 19:35 25s new_structure
new_structure
February 4, 2024 19:35 25s
Files for new univariate models. Tests #80: Commit 73532a4 pushed by Sinbad-The-Sailor
February 4, 2024 19:30 18s new_structure
new_structure
February 4, 2024 19:30 18s
Updated mypy configuration. Tests #79: Commit 87c85e4 pushed by Sinbad-The-Sailor
February 4, 2024 19:19 17s new_structure
new_structure
February 4, 2024 19:19 17s
Added model selector seperation. Improved DEBUG logging for developme… Tests #78: Commit 39a8be0 pushed by Sinbad-The-Sailor
February 4, 2024 19:11 15s new_structure
new_structure
February 4, 2024 19:11 15s
Src structure changed to a new setup. Risk factor abstraction removed… Tests #77: Commit 798b25d pushed by Sinbad-The-Sailor
February 4, 2024 18:03 17s new_structure
new_structure
February 4, 2024 18:03 17s
Removed unnecessary files. Makefile working as intended. Test data ad… Tests #76: Commit 7118717 pushed by Sinbad-The-Sailor
February 4, 2024 15:12 20s new_structure
new_structure
February 4, 2024 15:12 20s
Update README.md Tests #75: Commit 97ba36f pushed by Sinbad-The-Sailor
August 27, 2023 12:13 1m 1s master
master
August 27, 2023 12:13 1m 1s
Update README.md Tests #74: Commit 4d5830f pushed by Sinbad-The-Sailor
August 27, 2023 12:05 53s master
master
August 27, 2023 12:05 53s
Working EVT risk management metrics (VaR + ES). Tests #73: Commit bf63f86 pushed by Sinbad-The-Sailor
August 26, 2023 15:22 54s new_structure
new_structure
August 26, 2023 15:22 54s
Update README.md Tests #72: Commit 3dde0fe pushed by Sinbad-The-Sailor
August 26, 2023 15:19 54s master
master
August 26, 2023 15:19 54s
WIP: EVT VaR and ES. Tests #71: Commit bd010d6 pushed by Sinbad-The-Sailor
August 19, 2023 11:07 1m 7s new_structure
new_structure
August 19, 2023 11:07 1m 7s
VaR and ES implemented for MC simulations. Tests #70: Commit c7fd479 pushed by Sinbad-The-Sailor
August 14, 2023 21:28 55s new_structure
new_structure
August 14, 2023 21:28 55s
Working portfolio weights to pytorch tensor. Tests #69: Commit c962b28 pushed by Sinbad-The-Sailor
August 14, 2023 12:51 1m 10s new_structure
new_structure
August 14, 2023 12:51 1m 10s
Inital work on new risk assessor. Tests #68: Commit 9724d34 pushed by Sinbad-The-Sailor
August 13, 2023 12:37 50s new_structure
new_structure
August 13, 2023 12:37 50s
Instruments based on integer id. Tests #67: Commit 017d77a pushed by Sinbad-The-Sailor
August 13, 2023 11:57 52s new_structure
new_structure
August 13, 2023 11:57 52s
Cleaner optimization model setup. Tests #66: Commit 248f7a1 pushed by Sinbad-The-Sailor
August 12, 2023 18:58 42s new_structure
new_structure
August 12, 2023 18:58 42s
Updated AMPL model for ticker solutions. Tests #65: Commit 18bd890 pushed by Sinbad-The-Sailor
August 12, 2023 18:47 48s new_structure
new_structure
August 12, 2023 18:47 48s
Seperation of data-fetching and application. Tests #64: Commit 96b14d6 pushed by Sinbad-The-Sailor
August 9, 2023 23:40 55s new_structure
new_structure
August 9, 2023 23:40 55s
Updated optimzer to use AMPL CE through os environment variables. Tests #63: Commit f7a65c8 pushed by Sinbad-The-Sailor
August 8, 2023 14:17 44s new_structure
new_structure
August 8, 2023 14:17 44s
Update README.md Tests #62: Commit 90bbed3 pushed by Sinbad-The-Sailor
August 7, 2023 14:12 59s master
master
August 7, 2023 14:12 59s
Return and price tensors part of simulator w. lazy computation. Tests #61: Commit 187bf1a pushed by Sinbad-The-Sailor
August 7, 2023 14:00 55s new_structure
new_structure
August 7, 2023 14:00 55s
Update README.md Tests #60: Commit aa3c192 pushed by Sinbad-The-Sailor
August 7, 2023 02:30 42s master
master
August 7, 2023 02:30 42s
Update README.md Tests #59: Commit 50f845a pushed by Sinbad-The-Sailor
August 7, 2023 02:20 43s master
master
August 7, 2023 02:20 43s
Update README.md Tests #58: Commit 103eaaf pushed by Sinbad-The-Sailor
August 7, 2023 02:19 59s master
master
August 7, 2023 02:19 59s