Client-Side efficient frontier optimization via WebAssembly


July 24, 2023


Still fairly experimental - might break occassionally. E.g. no checks for a valid covariance matrix is currently performed

Rough explanation

Draws the efficient frontier from quadratic optimization for up to four instruments. Everything happens on the client side via WASM-compiled Rust code. The optimizer is totsu which compiles down to WASM without any issues.