Cvxpy problem

Quant Trading Strategies & Ideas
1

Course Name: Quantitative Portfolio Management, Section No: 4, Unit No: 8, Unit type: Notebook

first i installed cvxpy   !pip install cvxpy

import cvxpy as cp in jupyter nb throws error - 

ModuleNotFoundError: No module named 'scipy.sparse.linalg.eigen.arpack'

dependencies installed 

  • Python >= 3.6
  • OSQP >= 0.4.1
  • ECOS >= 2
  • SCS >= 1.1.6
  • NumPy >= 1.15
  • SciPy >= 1.1.0
Any ideas?
thx.
2

Hello Scott, 



I have tried it in my local system and was able to run '!pip install cvxpy' successfully with SciPy version 1.7.0. 



To avoid issues while installing the dependencies, please create and activate the quantra_py environment. This would install all the required dependencies to run the course codes. 



Please follow this blog for detailed instructions on creating and activating the quantra_py environment.



Hope this helps!