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Portfolio Construction. Nothing is removed or renamed: every subpath published
in 0.13.1 resolves unchanged, and no entry point changed its name, signature
or behaviour.
0.13.1 |
0.13.2 |
|
|---|---|---|
| Topics | 697 | 717 |
| Domains | 18 | 19 |
Topics with a validated api contract |
697 / 697 | 717 / 717 |
| Topics with an executed worked example | 697 | 717 |
| Topics whose arithmetic is asserted on every build | 623 | 623 |
New
-
Portfolio Construction — 20 topics, the first domain here that turns a
covariance matrix into a set of weights. Mean-risk optimization (Markowitz
against a return target, global minimum variance, maximum Sharpe, mean-CVaR,
mean-MAD), risk allocation (inverse volatility, equal risk contribution, risk
budgeting, hierarchical risk parity and its equal-risk-contribution variant),
Bayesian and robust allocation (Black-Litterman, resampled frontier, robust
and distributionally robust mean-variance, Kelly), and the practical
constraints that decide whether any of it survives contact with a real book —
turnover, transaction costs, cardinality, gross/net exposure, and tax-aware
lot selection.Each takes its inputs positionally and by name rather than through a topic id,
and each validates before it solves: an asymmetric covariance matrix, an
infeasible return floor or a budget that does not sum to one is refused rather
than quietly worked around.
Known gap
These 20 ship at contract tier — their signature is checked on every build,
but nothing here replays their arithmetic. The expected numbers exist; they sit
in each topic's tests/ directory in a shape the conformance harness does not
yet read, so this is a wiring gap and not an absence of evidence. It brings the
unasserted count to 94 of 717.