OriKatz1

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                                            OriKatz1

Shap.plots.bar and shap.plots.waterfall - Are these working currently?

I also have similar issue

Adding Profitability Index computation (PI)

There is a mistake in the code, should be: return ((future_cashflow / (1+rate)**np.arange(1, len(future_cashflow)+1)).sum(axis=0)) / -initial_inv

Calculating CVaR - can't replicate the results I see in the portfolio_performance

Yes, I read this, and I am trying to calculate it myself using the same formula, and I just don't get the same numbers. I get very different numbers.

Calculating CVaR - can't replicate the results I see in the portfolio_performance

Ok, thanks. And also thanks for the package in general, it's great.

Calculating CVaR - can't replicate the results I see in the portfolio_performance

Hi, I found the error: it turns out that the columns in my returns data were not in the same order as the rows in the expected returns data. You...

Calculating CVaR - can't replicate the results I see in the portfolio_performance

No, but it's very close. Before that I got 2 very different outcomes and couldn't understand why