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Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

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Compare with the discussion #678

We are testing all code fragments in the README.md file

Simplifies the application of generic tools a great deal... In src there shall be no __init__.py

Copy from ISLP_labs

maintenance

coexistence with jupyter, marimo workflow needed

Add this stage we do not yet install uv/uvx. We assume the user is familiar with uv.

maintenance