Demo collections

Live, in-browser computations backing the papers on this site.

• The minimum out-of-sample variance bridge
  Eleven demonstrations for When the Out-of-Sample-Optimal Schur Portfolio Lies Between HRP and Minimum Variance: the walk-forward Dow bridge, one live check per theorem, whole-matrix noise, and the sample-covariance sweep.

More collections will appear here as further applications of the Schur bridge are written up.