Function efficientFrontier

efficientFrontier(
    frame: OpenFrame,
    numPorts?: number,
    seed?: number,
    frontierPoints?: number,
): {
    frontier: EfficientFrontierPoint[];
    maxSharpe: EfficientFrontierPoint;
    simulated: SimulatedPortfolio[];
}
Computes the mean-variance efficient frontier using analytic QP.
Parameters
- frame: OpenFrame
- numPorts: number = 5000
- seed: number = 71
- frontierPoints: number = 50
Returns {
    frontier: EfficientFrontierPoint[];
    maxSharpe: EfficientFrontierPoint;
    simulated: SimulatedPortfolio[];
}
- Defined in src/portfoliotools.ts:84