Convexfolio
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Documentation

Getting startedAPI referenceArchitectureFAQMigration

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.→

Convexfolio · research software for constrained portfolio optimisationFAQ