portfolio-optimization

According to @rspadim, functions in entropy.py could use numpy array instead of strings, as it's better to numba.

Guide on how to implement this is available in the comments in PR #311 .

Currently one cannot just do -SomeLoss(). Of course it could be hacked by doing (-1) * SomeLoss(). We want to implement the first syntax via __sub__.

like we did in the R package, we should show examples where general solvers (from e.g., scipy.optimize) are not able to or are too slow to solve the non-convex risk parity formulation.

Implementing a simple Q-learning agent in Python that uses multiple technical indicators to make a decision of Buy, Sell or Hold.