porcelaincode
4d4ea2e5e9
- Add Monte Carlo forward simulation using Geometric Brownian Motion - Support correlated multi-asset simulation with Cholesky decomposition - Implement parallel execution via Rayon for performance - Expose simulate_portfolio_mc function in Python bindings - Update version from 0.3.0 to 0.3.1 across all project files
12 lines
338 B
Rust
12 lines
338 B
Rust
//! Portfolio simulation engine for RaptorBT.
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pub mod allocation;
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pub mod engine;
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pub mod monte_carlo;
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pub mod position;
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pub use allocation::{AllocationStrategy, CapitalAllocator};
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pub use engine::PortfolioEngine;
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pub use monte_carlo::{simulate_portfolio_forward, MonteCarloConfig, MonteCarloResult};
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pub use position::PositionManager;
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