Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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srfm::minkowski_momentum::MomentumPortfolioOptimizer Member List

This is the complete list of members for srfm::minkowski_momentum::MomentumPortfolioOptimizer, including all inherited members.

Config typedefsrfm::minkowski_momentum::MomentumPortfolioOptimizer
optimize(std::span< const double > returns, std::span< const std::array< double, 3 > > exposures, const Config &cfg={}) noexceptsrfm::minkowski_momentum::MomentumPortfolioOptimizerstatic