Documentation · Convexfolio

The full Convexfolio manual. New here? Start with Getting Started — it walks you through the first run in about fifteen minutes.

Guides

Getting StartedInstall Convexfolio, run your first report, change a setting.→ API ReferenceEvery public symbol, with examples.→ Frequently Asked QuestionsShort answers to the questions people ask most.→ GlossaryEvery technical term, defined in plain English.→ ArchitectureHow the package is put together, for the curious.→

Tutorials

Step-by-step walk-throughs for common workflows.

Multi-period backtestingRebalancing across many periods, with transaction costs.→ Constrained optimisationSector caps, position limits, and leverage bounds.→ Loading from CSVDrive a run from a spreadsheet instead of editing code.→ Visualising a portfolioPlots and charts for your results.→

For maintainers

DeploymentHow the package is built, tested, and shipped.→ Release processCutting a new version, end to end.→ Fidelity reportHow closely the solvers match the paper's formulas.→ Research determinationHow research-grade determinism is verified.→ Mismatch reportWhere implementations differ from each other, and why.→