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.
Mean-variance optimizer with constraints. |
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Enforces a full-investment constraint. |
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Enforces a long-only constraint. |
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Enforces a no-buying-on-margin constraint. |
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Enforces a unit-beta constraint. |
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Enforces a unit-beta constraint. |