cvxgrp

cvxgrp/cvxcla

critical line algorithm for efficient frontier

3 good first / help-wanted issues · Python · last activity Aug 31, 2026

22 stars 6 forks 22 watchers Python MIT License

critical-line-algorithm efficient-frontier markowitz

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3 Open Issues Need Help Last updated: Aug 31, 2026

Open Issues Need Help

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Student project: compare the two open-source CLA implementations (Bailey–López de Prado vs. cvxcla) about 1 month ago

good first issue help wanted experiments discussion

22

critical line algorithm for efficient frontier

Python

#critical-line-algorithm#efficient-frontier#markowitz

Use consistent units in the 20-asset frontier figure (Fig 1) 4 months ago

good first issue paper

22

critical line algorithm for efficient frontier

Python

#critical-line-algorithm#efficient-frontier#markowitz

Add min–max dispersion bands to runtime figures (Figs 2 & 3) 4 months ago

enhancement good first issue paper

22

critical line algorithm for efficient frontier

Python

#critical-line-algorithm#efficient-frontier#markowitz