Contributing
How to contribute?
I would like to people help me to:
Improve documentation.
Improve performance of existing code.
Add new optimization objectives functions, robust estimation techniques or new functionalities.
Write more examples using jupyter notebooks.
Help me to write tests using pytest.
Recommend new journal papers, articles, blog posts related to convex portfolio optimization that you think will improve the features of Riskfoli-Lib.
Do you have any questions?
If you have any questions related to Riskfolio-Lib, please raise an issue and I will tag it as a question.
If you have questions unrelated to Riskfolio-Lib or want advisory, contact me through my blog financioneroncios, my linkedin or write me an email to dany.cajas.n@uni.pe