Examples & Notebooks

This page lists the runnable examples and companion notebooks. Each example is designed to be short, reproducible, and easy to adapt to your workflow.

How to run

# from the repository root
python -m pip install -e .[robust]
python examples/quickstart_etf_allocation.py

Quickstarts

  • examples/quickstart_etf_allocation.py - end-to-end ETF allocation (moments -> frontiers -> ensemble -> discrete trades). Outputs plots and CSVs under output/.

Frontiers & risk models

  • examples/mean_variance_frontier.py - classical mean-variance frontier.

  • examples/cvar_allocation.py - CVaR frontier (\(\alpha = 5\%\)).

  • examples/robust_frontier.py - robust (Meucci) \(\lambda\)-frontier.

  • examples/relaxed_risk_parity_frontier.py - relaxed risk parity diagnostic sweep.

  • examples/budget_risk_parity.py - custom risk budgets (50/20/20/10) vs. ERC.

  • examples/group_constraints.py - sector allocation limits with typed Constraints.

  • examples/repricing_derivatives.py - stocks + bonds + options via the Prayer repricing chain.

Utilities

  • examples/discrete_allocation.py - convert continuous weights into lot-sized share counts.

  • examples/portfolio_ensembles.py - blend multiple model selections via stacking/averaging to a single allocation.

  • examples/stress_and_pnl.py - probability tilts, linear shocks, and performance summaries.

Notebooks (with output and plots)