User Guide

• Core Concepts
  • AMM Mechanisms
  • Weight Update Rules
  • Understanding Pool Parameters
  • Training Robustness
• Run Fingerprints
  • Basic Settings
  • Optimization Settings for Gradient Descent
  • Optimization Settings for Gradient-Free Descent
  • Return Metrics
  • Runtime Behavior
  • Advanced Settings
  • Robustness and Regularisation
  • Other Settings
  • Implementation Notes
• Metrics Reference
  • Return Metrics
  • Risk-Adjusted Metrics
  • Drawdown Metrics
  • Value at Risk Metrics
  • RAROC and ROVAR Metrics
  • Special / Diagnostic Metrics
  • Choosing a Training Metric
• Robustness Features
  • Price Noise Augmentation
  • Turnover Penalty
  • Data Augmentation
  • Early Stopping
  • Stochastic Weight Averaging (SWA)
  • Weight Decay
  • Ensemble Training
  • Walk-Forward Validation
  • Rademacher Complexity
  • Recommended Workflow
• Data Sources
  • Data Pipeline Overview
  • Supported Data Sources
  • Data Format Requirements
  • Using Custom Price Data
  • Gap Filling and Amalgamation
  • Frequency Conversion
  • See Also
• Weight Calculation Paths
  • Overview
  • Vectorized Path
  • Scan Path
  • Selecting a Path
  • Pool Support
  • Numerical Equivalence
  • Performance Comparison
  • Implementation Details
  • Implementing New Pools
• Pool Hooks
  • Using Hooks
  • Available Hooks
  • Creating Custom Hooks
  • Hook Ordering
• Per-Asset Weight Bounds
  • Use Cases
  • Usage
  • Algorithm
  • Restrictions on Bounds
  • Key Properties
  • Integration with Run Fingerprints
• JAX Configuration
  • Default Configuration
  • Backend Selection
  • Device Placement
  • Memory Management
  • Compilation and Caching
  • Debugging
  • Performance Tips
  • Common Issues
  • Environment Variables Summary