Optimizer

The optimizer module provides functionality for portfolio optimization and risk management. It exposes a clean public API for constructing optimized portfolios, computing weights, and evaluating constraints, while keeping internal mathematical and solver details hidden.

mve_optimizer	Mean-variance optimizer using a factor risk model decomposition.
dynamic_mve_optimizer	Mean-variance optimizer with optional active risk calibration.
FullInvestment	Enforces a full-investment constraint.
ZeroInvestment	Enforces a zero-investment constraint.
LongOnly	Enforces a long-only constraint.
NoBuyingOnMargin	Enforces a no-buying-on-margin constraint.
UnitBeta	Enforces a unit-beta constraint.
ZeroBeta	Enforces a zero-beta constraint.