| """ | |
| Equal Weight (1/N) portfolio — benchmark baseline. | |
| """ | |
| import numpy as np | |
| def equal_weight(mu: np.ndarray, Sigma: np.ndarray) -> np.ndarray: | |
| """ | |
| Equal-weight (1/N) portfolio allocation. | |
| Parameters | |
| ---------- | |
| mu : ndarray (n,) | |
| Expected annualised returns. Unused but kept for consistent signature. | |
| Sigma : ndarray (n, n) | |
| Covariance matrix. Unused but kept for consistent signature. | |
| Returns | |
| ------- | |
| weights : ndarray (n,) | |
| Portfolio weights summing to 1, all equal. | |
| """ | |
| n = len(mu) | |
| return np.ones(n) / n | |