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Fix cardinality notebook execution#1

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mirkovicdev wants to merge 1 commit into
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cursor/debug-cardinality-notebook-62d6
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Fix cardinality notebook execution#1
mirkovicdev wants to merge 1 commit into
mainfrom
cursor/debug-cardinality-notebook-62d6

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@mirkovicdev

@mirkovicdev mirkovicdev commented Jun 20, 2026

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Summary

  • Fix notebook clustering to return asset-index clusters used by downstream CCMV routines
  • Correct cardinality allocation arguments and rounding so allocations sum to Delta
  • Replace unavailable CVXPY/MIQP dependency with a SciPy subset-enumeration optimizer for small examples
  • Add requirements.txt and update README dependency instructions

Testing

  • Installed dependencies with python3 -m pip install -r requirements.txt
  • Ran deterministic smoke test that executes notebook code cells and verifies delta_ccmv returns feasible weights summing to 1, respecting bar_w, and using at most Delta assets
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Co-authored-by: Antonije Mirkovic <antonije@mirkovic.no>
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