Crate cutup

Crate cutup 

Source

Structs§

MvoConfig
MvoConfig provides optional configuration parameters for the Mean-Variance Optimization (MVO) allocation strategy.
PortfolioAllocator
PortfolioAllocator handles various portfolio allocation strategies. Supports Mean-Variance Optimization (MVO), Equal Weight (EW), and Hierarchical Risk Parity (HRP).

Functions§

run_portfolio_allocation
Runs portfolio allocation using Mean-Variance Optimization (MVO).