/* Rumpy Execution */
/**
*
*/
Description
The public execution layer of my quantitative trading research platform: a cost-aware convex portfolio optimizer (second-order cone program with a market-impact cost model) and a holdings-based backtester, in Rust. Optimality is independently verified rather than trusted: KKT-condition probes against closed-form references, dimensional-analysis checks, and byte-level cross-platform float determinism. 177 tests.
