Issues

• Black Litterman function bl_weights should have option to return raw_weights

  enhancement
  PyPortfolio/PyPortfolioOpt#763 · Filter by author jrvarma opened on Sep 20, 2026
  1

• Black Litterman weights should use posterior covariance

  bug
  PyPortfolio/PyPortfolioOpt#762 · Filter by author jrvarma opened on Sep 20, 2026
  4

• HRPOpt fails with current SciPy because _LINKAGE_METHODS was removed

  bug
  PyPortfolio/PyPortfolioOpt#754 · Filter by author Samarthuday opened on Aug 2, 2026

• Feature request: Proposal: Add cookbook tutorials for CAPM & Fama-French factor models

  enhancement
  PyPortfolio/PyPortfolioOpt#752 · Filter by author Viraj-Nigwekar opened on Jul 30, 2026

• CLA returns silently suboptimal portfolios on ordinary inputs, and HRPOpt.optimize() is dead on scipy >= 1.18

  PyPortfolio/PyPortfolioOpt#750 · Filter by author lenamonj opened on Jul 27, 2026

• [BUG] CLA crashes with TypeError and produces non-deterministic results when expected returns are equal

  bug
  PyPortfolio/PyPortfolioOpt#738 · Filter by author ayushraj09 opened on Jun 21, 2026

• [BUG] CLA crashes with LinAlgError on singular covariance matrices instead of raising a user-facing validation error

  bug
  PyPortfolio/PyPortfolioOpt#737 · Filter by author ayushraj09 opened on Jun 21, 2026

• Proposal: Liability-aware portfolio optimisation extension

  enhancement
  PyPortfolio/PyPortfolioOpt#731 · Filter by author wday0507 opened on May 28, 2026

• [BUG] ValueError issues during testing changes

  bug
  PyPortfolio/PyPortfolioOpt#725 · Filter by author PredictiveManish opened on Mar 20, 2026
  2

• [ENH] remove bash execution from cookbook notebooks

  enhancementgood first issue
  PyPortfolio/PyPortfolioOpt#717 · Filter by author fkiraly opened on Feb 27, 2026
  5

• [ENH] Remove yfinance from notebooks and examples

  enhancementgood first issue
  PyPortfolio/PyPortfolioOpt#716 · Filter by author fkiraly opened on Feb 27, 2026
  7

• [API] scikit-learn-like API using scikit-base scaffolding

  enhancement
  PyPortfolio/PyPortfolioOpt#711 · Filter by author fkiraly opened on Feb 27, 2026
  2

• [ENH] investigate inclusion of tschm ecosystem packages

  enhancement
  PyPortfolio/PyPortfolioOpt#710 · Filter by author fkiraly opened on Feb 27, 2026
  3

• [DOC] readthedocs builds are failing

  enhancement
  PyPortfolio/PyPortfolioOpt#709 · Filter by author fkiraly opened on Feb 26, 2026
  10

• Feature request: Add values in the covariance/correlation plot

  enhancement
  PyPortfolio/PyPortfolioOpt#697 · Filter by author svazzole opened on Dec 30, 2025

• [ENH] emitting a warning when a covariance matrix is positive semidefinite but has a very large condition number

  enhancement
  PyPortfolio/PyPortfolioOpt#694 · Filter by author noahdonovannn opened on Dec 28, 2025

• Use loader for data in notebooks

  PyPortfolio/PyPortfolioOpt#680 · Filter by author tschm opened on Nov 16, 2025

• Create loader for data

  PyPortfolio/PyPortfolioOpt#679 · Filter by author tschm opened on Nov 16, 2025
  1

• [DOC] marimo notebooks

  PyPortfolio/PyPortfolioOpt#667 · Filter by author tschm opened on Nov 12, 2025
  1

• [MNT] Test that all notebooks run

  maintenance
  PyPortfolio/PyPortfolioOpt#664 · Filter by author tschm opened on Nov 12, 2025
  2

• [ENH] Review ecos, cvxopt, cvxpy dependencies

  maintenance
  PyPortfolio/PyPortfolioOpt#663 · Filter by author tschm opened on Nov 12, 2025
  3

• More pypfopt into src/pypfopt

  PyPortfolio/PyPortfolioOpt#657 · Filter by author tschm opened on Nov 10, 2025
  3

• [BUG] CI codecov step not allowing uploads

  bug
  PyPortfolio/PyPortfolioOpt#645 · Filter by author fkiraly opened on Nov 8, 2025
  2

• [MNT] maintenance & integration plan GC.OS

  enhancement
  PyPortfolio/PyPortfolioOpt#644 · Filter by author fkiraly opened on Nov 8, 2025
  10

• [BUG] failing tests on main in test_efficient_cdar and test_efficient_semivariance

  bug
  PyPortfolio/PyPortfolioOpt#642 · Filter by author fkiraly opened on Nov 8, 2025
  2