Implementation References

CVXPY tutorial: https://www.cvxpy.org/tutorial/

CVXPY quadratic program: https://www.cvxpy.org/examples/basic/quadratic_program.html

NumPy covariance: https://numpy.org/doc/stable/reference/generated/numpy.cov.html

pandas covariance: https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.cov.html

pandas pct_change: https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.pct_change.html

SciPy: https://docs.scipy.org/doc/scipy/