Examples

Two things live under "Examples" here:

• This section — a handful of curated deep dives, each walking through one published result (often a textbook table) with real output and explanation. Start here to understand why a module exists, especially the ones flagged in Library alternatives as doing something no other Python library does.
• The API Reference — every function with a translated example shows it directly on its reference page, live-synced from the same .py files so it can't drift. That's the exhaustive set: essentially all ~150 scripts from the original MATLAB Examples/ folder (see the example translation tracker for file-by-file status), filed under whichever module they exercise.

In short: come here for the guided tour, go to the API Reference for the exhaustive catalog.

Available deep dives

Ordered simplest-first, roughly following how the pieces build on each other: price a single instrument, build a portfolio, budget its risk, then the more specialized tools underneath.

• Bond pricing and sector-level risk — the simplest starting point: pricing a single instrument.
• Mean-variance, minimum-variance, tracking error — building a portfolio from those instruments.
• Risk budgeting (ERC / VaR / ES) — reproduces Roncalli (2013), Tables 2.2–2.4. portfolio.risk_budgeting is the single largest "no real alternative" case in the whole port.
• Black-Litterman — reproduces Roncalli (2013), page 24; blending market views into the portfolio.
• Building blocks: bisection, linear algebra, numerical differentiation — the lower-level tools the above examples build on. linalg.special_matrices is a third "fills a real gap" case (vec/vech/duplication/elimination matrices have no clean public equivalent elsewhere).
• Ridge, OLS, and robust regression
• Whittle (frequency-domain) estimation — econometrics.whittle is the other clean "nothing else does this" case: no statsmodels/arch equivalent exists.
• SVM classification

The full set of original MATLAB scripts these examples translate from is organized by module: rpb/, optim/, stats/, svm/, ects/, matrix/, dates/, tools/, backtest/, maths/ — see the example translation tracker for exactly which files are done, and the hfs-archive repo for the original source material.