Equal-weight allocation

Track: long-only fractional allocation. Interface: Python baseline API.

Assigns weight 1/n to every asset and evaluates the fractional objective.

Dependencies: NumPy; no extra dependencies.

Key parameters: lam affects scoring; there are no search parameters.

Guarantees and limits: Always produces a simplex allocation for nonempty inputs, but performs no optimization and provides no general optimality guarantee.

Example

Use the shared inputs.

from vqe_portfolio.baselines import equal_weight_baseline

weights, objective = equal_weight_baseline(mu, Sigma, lam=4.0)