From 54187e6269e1042c1318c901690215f73566837c Mon Sep 17 00:00:00 2001 From: Ramakrishna Prabhu Date: Mon, 25 Aug 2025 15:35:23 -0500 Subject: [PATCH 01/15] uncomment pip install --- .../CVaR/01_optimization_with_cufolio.ipynb | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb index 33ed749..cb69fad 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb @@ -40,10 +40,10 @@ "# If dependencies are already installed, you can comment out or skip this cell.\n", "\n", "# Install cuOpt (if not already installed)\n", - "#!pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12\n", + "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "#!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.4.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.4.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { From b404c89d9f1cac5e44421c1aaa38000548f19420 Mon Sep 17 00:00:00 2001 From: Ramakrishna Prabhu Date: Mon, 25 Aug 2025 15:42:32 -0500 Subject: [PATCH 02/15] fix other cufolio notebooks --- .../CVaR/02_backtesting.ipynb | 18 ++++++++++++ .../CVaR/03_advanced_topics.ipynb | 28 +++++++++++++++++++ 2 files changed, 46 insertions(+) diff --git a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb index 2719d20..94fbc96 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb @@ -29,6 +29,24 @@ "Before diving into portfolio optimization and backtesting, we need to import the necessary libraries." ] }, + { + "cell_type": "code", + "execution_count": null, + "id": "758fb7e3", + "metadata": {}, + "outputs": [], + "source": [ + "# Install dependencies\n", + "# This cell only needs to be run once, typically after setting up the environment.\n", + "# If dependencies are already installed, you can comment out or skip this cell.\n", + "\n", + "# Install cuOpt (if not already installed)\n", + "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", + "\n", + "# Install other dependencies (if not already installed)\n", + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.4.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + ] + }, { "cell_type": "code", "execution_count": 1, diff --git a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb index b510875..9e25079 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb @@ -23,6 +23,34 @@ " * Using **GPU-accelerated optimization** for high-efficiency computations." ] }, + { + "cell_type": "markdown", + "id": "bfd0e561", + "metadata": {}, + "source": [ + "#### **Importing Required Libraries & Initial Setup**\n", + "\n", + "Before diving into portfolio optimization, we need to import the necessary libraries and perform initial setup if required." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "24d01808", + "metadata": {}, + "outputs": [], + "source": [ + "# Install dependencies\n", + "# This cell only needs to be run once, typically after setting up the environment.\n", + "# If dependencies are already installed, you can comment out or skip this cell.\n", + "\n", + "# Install cuOpt (if not already installed)\n", + "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", + "\n", + "# Install other dependencies (if not already installed)\n", + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.4.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + ] + }, { "cell_type": "code", "execution_count": 1, From ea24b3a5511f9183c5336d1c65ad41ef177e0025 Mon Sep 17 00:00:00 2001 From: Ramakrishna Prabhu Date: Mon, 25 Aug 2025 18:33:09 -0500 Subject: [PATCH 03/15] bump cuml version --- .../CVaR/01_optimization_with_cufolio.ipynb | 2 +- cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb | 2 +- cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb index cb69fad..c946594 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb @@ -43,7 +43,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.4.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.8.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { diff --git a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb index 94fbc96..d0c0a3d 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb @@ -44,7 +44,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.4.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.8.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { diff --git a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb index 9e25079..0c25092 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb @@ -48,7 +48,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.4.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { From a89012f404a9569d7f217bc8d93841328f4d2d29 Mon Sep 17 00:00:00 2001 From: Ramakrishna Prabhu Date: Mon, 25 Aug 2025 18:34:50 -0500 Subject: [PATCH 04/15] bump cuml version --- .../CVaR/01_optimization_with_cufolio.ipynb | 2 +- cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb | 2 +- cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb index c946594..e625824 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb @@ -43,7 +43,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.8.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { diff --git a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb index d0c0a3d..3702bcc 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb @@ -44,7 +44,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.8.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { diff --git a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb index 0c25092..1e30c35 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb @@ -48,7 +48,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { From 251b8bd1686b0c21d7b347cacf8f90431c7f2462 Mon Sep 17 00:00:00 2001 From: Ramakrishna Prabhu Date: Mon, 25 Aug 2025 18:41:09 -0500 Subject: [PATCH 05/15] fix --- .../CVaR/01_optimization_with_cufolio.ipynb | 2 +- cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb | 2 +- cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb index e625824..164f737 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb @@ -43,7 +43,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.10.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { diff --git a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb index 3702bcc..ac0afa7 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb @@ -44,7 +44,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.10.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { diff --git a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb index 1e30c35..aaccd22 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb @@ -48,7 +48,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.10.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl\n" ] }, { From 173dd9a2fb82e30cf53dd3496870197e83ba93da Mon Sep 17 00:00:00 2001 From: Ramakrishna Prabhu Date: Tue, 26 Aug 2025 10:47:21 -0500 Subject: [PATCH 06/15] fix dep --- .../CVaR/01_optimization_with_cufolio.ipynb | 2 +- cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb | 2 +- cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb index 164f737..6f11e8d 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb @@ -43,7 +43,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.10.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { diff --git a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb index ac0afa7..3702bcc 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb @@ -44,7 +44,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.10.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { diff --git a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb index aaccd22..42f7764 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb @@ -48,7 +48,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.10.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl\n" + "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl\n" ] }, { From df28597cc5434f4edbb1b5eb75712035d4528b02 Mon Sep 17 00:00:00 2001 From: Ramakrishna Prabhu Date: Tue, 26 Aug 2025 11:44:05 -0500 Subject: [PATCH 07/15] fix notebook --- .../CVaR/01_optimization_with_cufolio.ipynb | 2 +- cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb | 2 +- cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb index 6f11e8d..0c7a523 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb @@ -43,7 +43,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --pre --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { diff --git a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb index 3702bcc..cd15e37 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb @@ -44,7 +44,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --pre--extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { diff --git a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb index 42f7764..f064eab 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb @@ -48,7 +48,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12>=25.8.0\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl\n" + "!pip install --pre --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl\n" ] }, { From 65543b143244ea70506e677cff7063c2bd2e1b21 Mon Sep 17 00:00:00 2001 From: Ramakrishnap <42624703+rgsl888prabhu@users.noreply.github.com> Date: Thu, 28 Aug 2025 14:54:51 -0500 Subject: [PATCH 08/15] Update 02_backtesting.ipynb --- cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb index cd15e37..a314dea 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb @@ -44,7 +44,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --pre--extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --pre- -extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { From 08fe8ba144c580d722bdde5e4ca82332134832fe Mon Sep 17 00:00:00 2001 From: Ramakrishnap <42624703+rgsl888prabhu@users.noreply.github.com> Date: Thu, 28 Aug 2025 14:55:10 -0500 Subject: [PATCH 09/15] Update 02_backtesting.ipynb --- cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb index a314dea..c268197 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb @@ -44,7 +44,7 @@ "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", "\n", "# Install other dependencies (if not already installed)\n", - "!pip install --user --pre- -extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" + "!pip install --user --pre --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" ] }, { From 3bf2fbdcf8d57a888e2ffe9b1c70788ea1da3e3f Mon Sep 17 00:00:00 2001 From: Ramakrishnap <42624703+rgsl888prabhu@users.noreply.github.com> Date: Fri, 29 Aug 2025 16:04:42 -0500 Subject: [PATCH 10/15] Update 01_optimization_with_cufolio.ipynb --- .../CVaR/01_optimization_with_cufolio.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb index 0c7a523..a0caed6 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb @@ -40,7 +40,7 @@ "# If dependencies are already installed, you can comment out or skip this cell.\n", "\n", "# Install cuOpt (if not already installed)\n", - "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", + "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n", "\n", "# Install other dependencies (if not already installed)\n", "!pip install --user --pre --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" From 49c4d4159a2837b77074e63ac3f6fd87d29d2246 Mon Sep 17 00:00:00 2001 From: Ramakrishnap <42624703+rgsl888prabhu@users.noreply.github.com> Date: Fri, 29 Aug 2025 16:05:03 -0500 Subject: [PATCH 11/15] Update 02_backtesting.ipynb --- cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb index c268197..17c8ed5 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb @@ -41,7 +41,7 @@ "# If dependencies are already installed, you can comment out or skip this cell.\n", "\n", "# Install cuOpt (if not already installed)\n", - "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", + "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n", "\n", "# Install other dependencies (if not already installed)\n", "!pip install --user --pre --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" From 3c45a1a717460a5bdf53b20b123fbc22b29bc39f Mon Sep 17 00:00:00 2001 From: Ramakrishnap <42624703+rgsl888prabhu@users.noreply.github.com> Date: Fri, 29 Aug 2025 16:05:20 -0500 Subject: [PATCH 12/15] Update 03_advanced_topics.ipynb --- cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb index f064eab..2197720 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb @@ -45,7 +45,7 @@ "# If dependencies are already installed, you can comment out or skip this cell.\n", "\n", "# Install cuOpt (if not already installed)\n", - "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12==25.10.* \n", + "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n", "\n", "# Install other dependencies (if not already installed)\n", "!pip install --pre --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl\n" From 51773673984a3df651b11a11f5aa40e0be94f890 Mon Sep 17 00:00:00 2001 From: Ramakrishnap <42624703+rgsl888prabhu@users.noreply.github.com> Date: Fri, 29 Aug 2025 16:06:45 -0500 Subject: [PATCH 13/15] Update 01_optimization_with_cufolio.ipynb --- .../CVaR/01_optimization_with_cufolio.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb index a0caed6..2b9fc4c 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb @@ -40,7 +40,7 @@ "# If dependencies are already installed, you can comment out or skip this cell.\n", "\n", "# Install cuOpt (if not already installed)\n", - "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n", + "#!pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n", "\n", "# Install other dependencies (if not already installed)\n", "!pip install --user --pre --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" From aa1bdca5cda2d2ce1dd4a18fbb5f50e5c0c45bb6 Mon Sep 17 00:00:00 2001 From: Ramakrishnap <42624703+rgsl888prabhu@users.noreply.github.com> Date: Fri, 29 Aug 2025 16:07:01 -0500 Subject: [PATCH 14/15] Update 02_backtesting.ipynb --- cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb index 17c8ed5..65ff234 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb @@ -41,7 +41,7 @@ "# If dependencies are already installed, you can comment out or skip this cell.\n", "\n", "# Install cuOpt (if not already installed)\n", - "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n", + "#!pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n", "\n", "# Install other dependencies (if not already installed)\n", "!pip install --user --pre --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl" From fcf2492bd6a13ea344373ccefdf8145951d0913e Mon Sep 17 00:00:00 2001 From: Ramakrishnap <42624703+rgsl888prabhu@users.noreply.github.com> Date: Fri, 29 Aug 2025 16:07:16 -0500 Subject: [PATCH 15/15] Update 03_advanced_topics.ipynb --- cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb index 2197720..544f565 100644 --- a/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb +++ b/cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb @@ -45,7 +45,7 @@ "# If dependencies are already installed, you can comment out or skip this cell.\n", "\n", "# Install cuOpt (if not already installed)\n", - "# !pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n", + "#!pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n", "\n", "# Install other dependencies (if not already installed)\n", "!pip install --pre --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl\n"