finance_opt.optimization

Functions

optimize_mean_variance(...)

Solve a single-period mean-variance allocation problem.

Module Contents

finance_opt.optimization.optimize_mean_variance(problem: finance_opt.schemas.OptimizationProblem | dict[str, Any]) → finance_opt.schemas.OptimizationResult

Solve a single-period mean-variance allocation problem.

This is phase-8.5 starter scope: the API supports objective, constraints, and solver configuration while currently using a quadratic closed-form approximation under the hood.