uk-stocks

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LukeWardle / UK-portfolio-optimiser

Markowitz minimum-variance FTSE 100 portfolio optimisation via SLSQP, under full-investment, target-return and no-short-selling (FCA retail) constraints. YAML-configured, per-run audit log. 12 tests.

python numpy scipy portfolio-optimization quantitative-finance financial-engineering modern-portfolio-theory ftse100 yfinance uk-stocks

Updated Mar 31, 2026
Python

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