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  "Title": "Portfolio Analytics and Simulation Toolkit",
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  "Description": "Tools for portfolio construction and risk analytics,\nincluding mean-variance optimization, conditional value at risk\n(expected shortfall) minimization, risk parity, regime\nclustering, correlation analysis, Monte Carlo simulation, and\noption pricing. Includes utilities for portfolio evaluation,\nclustering, and risk reporting. Methods are based in part on\nMarkowitz (1952) <doi:10.1111/j.1540-6261.1952.tb01525.x>,\nRockafellar and Uryasev (2000) <doi:10.21314/JOR.2000.038>,\nMaillard et al. (2010) <doi:10.3905/jpm.2010.36.4.060>, Black\nand Scholes (1973) <doi:10.1086/260062>, and Cox et al. (1979)\n<doi:10.1016/0304-405X(79)90015-1>.",
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    "option_price_summary",
    "plot_asset_clusters",
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    "plot_cvar_frontier",
    "plot_efficient_frontier",
    "plot_embedding",
    "plot_gd_convergence",
    "plot_mc_paths",
    "plot_option_simulation",
    "plot_pca_biplot",
    "plot_regimes",
    "plot_risk_contribution",
    "portfolio_asset_clustering",
    "portfolio_clustering",
    "portfolio_cvar",
    "portfolio_pca",
    "portfolio_performance",
    "portfolio_tsne",
    "portfolio_umap",
    "predict_regime_knn",
    "price_option_binomial",
    "price_option_mc",
    "regime_statistics",
    "risk_contribution",
    "risk_parity_portfolio",
    "risk_parity_weights",
    "rolling_correlation",
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    "scree_plot",
    "simulate_gbm_paths",
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    "unbiasedness_check",
    "var_cvar",
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      "title": "Example synthetic price dataset",
      "object": "example_prices",
      "class": [
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      "fields": [
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        "EQ1",
        "EQ2",
        "EQ3",
        "CMD1",
        "CRYPTO1",
        "BOND1"
      ],
      "rows": 1000,
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      "tojson": true
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    {
      "page": "american_option_binomial",
      "title": "American Option Pricing via Binomial Tree",
      "topics": [
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      ]
    },
    {
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      "title": "Annualise Returns",
      "topics": [
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      ]
    },
    {
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      "title": "Asset Clustering with Optional PCA Reduction",
      "topics": [
        "asset_clustering"
      ]
    },
    {
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      "title": "Correlation Analysis Across Asset Groups",
      "topics": [
        "asset_correlation"
      ]
    },
    {
      "page": "asset_correlation_matrix",
      "title": "Compute Cross-Asset Correlation Matrix",
      "topics": [
        "asset_correlation_matrix"
      ]
    },
    {
      "page": "binomial_tree_option",
      "title": "Binomial Tree Option Pricing (European)",
      "topics": [
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      ]
    },
    {
      "page": "bootstrap_returns",
      "title": "Bootstrap Returns",
      "topics": [
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      ]
    },
    {
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      "title": "Black-Scholes Option Price",
      "topics": [
        "bs_option_price"
      ]
    },
    {
      "page": "calc_returns",
      "title": "Compute Asset Returns from a Price Series",
      "topics": [
        "calc_returns"
      ]
    },
    {
      "page": "clt_demonstration",
      "title": "CLT Demonstration",
      "topics": [
        "clt_demonstration"
      ]
    },
    {
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      "title": "Evaluate Strategy PnL using CLT Confidence Intervals",
      "topics": [
        "clt_pnl_ci"
      ]
    },
    {
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      "title": "CLT Sample Means",
      "topics": [
        "clt_sample_means"
      ]
    },
    {
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      "title": "Cluster Order Book States using K-Means",
      "topics": [
        "cluster_book_kmeans"
      ]
    },
    {
      "page": "cluster_summary",
      "title": "Cluster Summary",
      "topics": [
        "cluster_summary"
      ]
    },
    {
      "page": "compute_efficient_frontier",
      "title": "Compute the Efficient Frontier",
      "topics": [
        "compute_efficient_frontier"
      ]
    },
    {
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      "title": "Consistency Check",
      "topics": [
        "consistency_check"
      ]
    },
    {
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      "title": "Cross-Asset Correlation Analysis",
      "topics": [
        "cross_asset_analysis"
      ]
    },
    {
      "page": "cross_validate_portfolio",
      "title": "Time-Series Cross-Validation for Portfolio Models",
      "topics": [
        "cross_validate_portfolio"
      ]
    },
    {
      "page": "cvar_frontier",
      "title": "CVaR-Return Frontier",
      "topics": [
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      ]
    },
    {
      "page": "cvar_minimize",
      "title": "CVaR-Minimising Portfolio (Softmax / Lightweight)",
      "topics": [
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      ]
    },
    {
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      "title": "Detect Regimes (General Interface)",
      "topics": [
        "detect_regimes"
      ]
    },
    {
      "page": "download_prices",
      "title": "Download Prices via quantmod",
      "topics": [
        "download_prices"
      ]
    },
    {
      "page": "em_clustering",
      "title": "EM (Gaussian Mixture) Clustering",
      "topics": [
        "em_clustering"
      ]
    },
    {
      "page": "em_regime",
      "title": "EM Algorithm (Gaussian Mixture) Regime Detection",
      "topics": [
        "em_regime"
      ]
    },
    {
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      "title": "2D Embedding for Visualisation",
      "topics": [
        "embedding_2d"
      ]
    },
    {
      "page": "equal_risk_contribution",
      "title": "Equal Risk Contribution (Risk Parity) Portfolio",
      "topics": [
        "equal_risk_contribution"
      ]
    },
    {
      "page": "example_prices",
      "title": "Example synthetic price dataset",
      "topics": [
        "example_prices"
      ]
    },
    {
      "page": "extract_features",
      "title": "Extract Market Microstructure Features",
      "topics": [
        "extract_features"
      ]
    },
    {
      "page": "fetch_yahoo_prices",
      "title": "Fetch Yahoo Finance close prices (wrapper around quantmod)",
      "topics": [
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      ]
    },
    {
      "page": "format_weights",
      "title": "Format Portfolio Weights",
      "topics": [
        "format_weights"
      ]
    },
    {
      "page": "gaussian_mixture_em",
      "title": "Gaussian Mixture Model via EM (Diagonal Covariance)",
      "topics": [
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      ]
    },
    {
      "page": "gbm_simulation",
      "title": "Geometric Brownian Motion Simulation (Rich Output)",
      "topics": [
        "gbm_simulation"
      ]
    },
    {
      "page": "gd_max_sharpe",
      "title": "Gradient Descent Maximum Sharpe Portfolio",
      "topics": [
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      ]
    },
    {
      "page": "gd_min_variance",
      "title": "Gradient Descent Minimum Variance Portfolio",
      "topics": [
        "gd_min_variance"
      ]
    },
    {
      "page": "get_example_prices",
      "title": "Example Price Data",
      "topics": [
        "get_example_prices"
      ]
    },
    {
      "page": "get_returns",
      "title": "Compute Returns from Prices",
      "topics": [
        "get_returns"
      ]
    },
    {
      "page": "gradient_descent",
      "title": "Simple gradient descent optimizer",
      "topics": [
        "gradient_descent"
      ]
    },
    {
      "page": "gradient_descent_portfolio",
      "title": "General Gradient Descent Portfolio (wrapper)",
      "topics": [
        "gradient_descent_portfolio"
      ]
    },
    {
      "page": "kmeans_regime",
      "title": "K-Means Market Regime Detection",
      "topics": [
        "kmeans_regime"
      ]
    },
    {
      "page": "knn_classify",
      "title": "kNN Classifier for Financial Signals",
      "topics": [
        "knn_classify"
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    },
    {
      "page": "knn_money_flow",
      "title": "kNN Money Flow Analysis",
      "topics": [
        "knn_money_flow"
      ]
    },
    {
      "page": "knn_predict",
      "title": "k-Nearest Neighbors prediction",
      "topics": [
        "knn_predict"
      ]
    },
    {
      "page": "market_regime_kmeans",
      "title": "Market Regime Clustering with K-Means on Rolling Features",
      "topics": [
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      ]
    },
    {
      "page": "max_sharpe_portfolio",
      "title": "Maximum Sharpe Ratio Portfolio",
      "topics": [
        "max_sharpe_portfolio"
      ]
    },
    {
      "page": "mc_price_simulation",
      "title": "Monte Carlo Price / Return Simulation",
      "topics": [
        "mc_price_simulation"
      ]
    },
    {
      "page": "mc_return_distribution",
      "title": "Monte Carlo Return Distribution Table",
      "topics": [
        "mc_return_distribution"
      ]
    },
    {
      "page": "mc_statistics",
      "title": "Monte Carlo Statistics Summary",
      "topics": [
        "mc_statistics"
      ]
    },
    {
      "page": "min_variance_portfolio",
      "title": "Global Minimum Variance Portfolio",
      "topics": [
        "min_variance_portfolio"
      ]
    },
    {
      "page": "minimize_cvar",
      "title": "Minimise Portfolio CVaR (Multi-Restart)",
      "topics": [
        "minimize_cvar"
      ]
    },
    {
      "page": "money_flow_knn",
      "title": "Money Flow Index + kNN signal",
      "topics": [
        "money_flow_knn"
      ]
    },
    {
      "page": "monte_carlo_option",
      "title": "Monte Carlo Option Pricing",
      "topics": [
        "monte_carlo_option"
      ]
    },
    {
      "page": "mvo_efficient_frontier",
      "title": "Efficient Frontier - Lightweight Scan (Raw Scale)",
      "topics": [
        "mvo_efficient_frontier"
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    },
    {
      "page": "mvo_max_sharpe",
      "title": "Maximum Sharpe Portfolio - Frontier Scan",
      "topics": [
        "mvo_max_sharpe"
      ]
    },
    {
      "page": "mvo_min_variance",
      "title": "Minimum Variance Portfolio - Lightweight (Raw Scale)",
      "topics": [
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    },
    {
      "page": "mvo_summary",
      "title": "MVO Summary",
      "topics": [
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    },
    {
      "page": "optimize_quotes_gd",
      "title": "Optimize Quoting Parameters via Gradient Descent",
      "topics": [
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      ]
    },
    {
      "page": "option_greeks",
      "title": "Option Greeks (Black-Scholes Analytical)",
      "topics": [
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      ]
    },
    {
      "page": "option_price_simulation",
      "title": "Option Price Simulation: CLT Demonstration (Large N)",
      "topics": [
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    },
    {
      "page": "option_price_summary",
      "title": "Option Pricing Summary via Repeated Monte Carlo",
      "topics": [
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      ]
    },
    {
      "page": "performance_summary",
      "title": "Performance summary using PerformanceAnalytics",
      "topics": [
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    },
    {
      "page": "plot_asset_clusters",
      "title": "Plot Asset Clusters",
      "topics": [
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      ]
    },
    {
      "page": "plot_binomial_tree",
      "title": "Plot Binomial Tree (Small Trees)",
      "topics": [
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      ]
    },
    {
      "page": "plot_correlation_heatmap",
      "title": "Plot Correlation Heatmap",
      "topics": [
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      ]
    },
    {
      "page": "plot_cvar_frontier",
      "title": "Plot CVaR Frontier",
      "topics": [
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    },
    {
      "page": "plot_efficient_frontier",
      "title": "Plot the Efficient Frontier",
      "topics": [
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    {
      "page": "plot_embedding",
      "title": "Plot 2D Embedding (t-SNE or UMAP)",
      "topics": [
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    },
    {
      "page": "plot_gd_convergence",
      "title": "Plot Gradient Descent Convergence",
      "topics": [
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    {
      "page": "plot_mc_paths",
      "title": "Plot Monte Carlo Paths",
      "topics": [
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