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Why is the cvxopt.blas function no longer on the whitelist?

returns = [cvxopt.blas.dot(pbar, x) for x in portfolios]
risks = [np.sqrt(cvxopt.blas.dot(x, S*x)) for x in portfolios]

This is an excerpt of a code in the Capital Asset Pricing Model Video Lecture

The above code brings out an error that shows that the blas function is no longer on the whitelist. And the function is crucial for efficient frontier weights. Is there any other function that can be used to replace this?

2 responses

I would love to have an answer here, because I am stuck as well. Thanks in advance

The Quantopian security team removed several low level scipy functions which do no validation, including blas, and can cause a security risk. Scipy recommends using the higher level functions instead. Perhaps someone in the community can offer advice for alternative optimizers. Sorry for the inconvenience.


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