The source files can be found in examples/.

Examples introduction

Each example takes one topic of PortfolioOptimisers.jl and works through it on real price data. The first examples load prices and run a mean-variance optimisation. Later ones cover moments and priors, the optimisers, constraints and costs, validation and tuning, post-processing, and complete investor profiles.

For a shorter tour of the package, read the user guide.

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