Skip to content

Modified the Jupyter Notebook to be able to run outside QuantConnect and optimised the code

Created a Jupyter Notebook version which generates returns' data randomly instead of using QuantConnect's API. Moreover, the construction of cost and mixer Hamiltonians has been substantially optimised. Nevertheless, scaling up the algorithm to run the optimisation problem for more assets does still not work. For example, a memory error is documented in the output of the Jupyter Notebook when running it on my Asus UX410UAK laptop with an i7-7500U CPU and 8GB of RAM.

Merge request reports