piwheels

cvxcovariance

Estimating covariance matrices of financial returns

Installation

In a virtualenv (see these instructions if you need to create one):

pip3 install cvxcovariance

Dependencies

• cvxpy-base
• clarabel
• scipy
• numpy
• pandas

Releases

Version	Released	Bookworm Python 3.11	Trixie Python 3.13	Files
0.1.9	2025-02-05
cvxcovariance-0.1.9-py3-none-any.whl (15 KB)
0.1.8	2025-02-04
cvxcovariance-0.1.8-py3-none-any.whl (15 KB)
0.1.7	2025-02-04
0.1.6	2025-02-04
0.1.5	2024-06-16
cvxcovariance-0.1.5-py3-none-any.whl (15 KB)
0.1.4	2024-03-26
cvxcovariance-0.1.4-py3-none-any.whl (15 KB)
0.1.3	2024-03-25
cvxcovariance-0.1.3-py3-none-any.whl (14 KB)
0.1.2	2023-09-18
cvxcovariance-0.1.2-py3-none-any.whl (14 KB)
0.1.1	2023-06-02
cvxcovariance-0.1.1-py3-none-any.whl (13 KB)
0.1.0	2023-06-02
cvxcovariance-0.1.0-py3-none-any.whl (13 KB)
0.0.9	2023-06-02
cvxcovariance-0.0.9-py3-none-any.whl (13 KB)
0.0.8	2023-06-02
cvxcovariance-0.0.8-py3-none-any.whl (13 KB)
0.0.7	2023-06-02
cvxcovariance-0.0.7-py3-none-any.whl (13 KB)
0.0.5	2023-05-23
cvxcovariance-0.0.5-py3-none-any.whl (13 KB)
0.0.4	2023-05-23
cvxcovariance-0.0.4-py3-none-any.whl (13 KB)

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