#portfolio #capital #focused #loss #problem #assets #allocate

bin+lib charlie

A software for sizing the bets in a focused portfolio

2 stable releases

1.0.1 Oct 3, 2023

#1639 in Parser implementations

MIT license

345KB
3K SLoC

Charlie

The software is here to help you size the bets in a focused portfolio with a long-term time horizon. It uses mathematics to formulate and solve a problem that allocates capital by maximizing long-term growth of assets while avoiding leverage and limiting the risk of permanent loss of capital.

Documentation

The documentation consists of four parts:

  1. Tutorials,
  2. How-To Guides,
  3. Reference Guide,
  4. Paper.

The best place to start is to read the Reference Guide to get a feeling about the thinking behind the project, and the overview of its structure. How-To Guides have instructions on how to install the software locally, while Tutorials contain examples on how to run and use the software. Paper contains details on mathematics and numerics behind the software, along with some basic validation and examples similar to those that can be found in the repository.

Dependencies

~26–41MB
~778K SLoC