Framing the problem:
- provide a function to minimize
- provide an initial guess for X
- call the optimizer
SR because the bigger the better, and the optimization is to find the minimum.
Each dimension X is the distribution ratio for each stock.
Ranges and constraints:
- Ranges: Limits on values for
- Comstrains: properties of X that must be "true"
Reproduced in: https: //www.jianshu.com/p/c9ae47558c17