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experiments.py
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+"""
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+This script runs the experiments for the Markowitz reference implementation.
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+
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+To run this script with uv (https://github.com/astral-sh/uv):
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+1. Install uv:
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+ curl -LsSf https://astral.sh/uv/install.sh | sh
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+2. Run the experiments:
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+ uv run experiments.py
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+# /// script
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+# requires-python = ">=3.11"
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+# dependencies = [
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+# "mosek==11.0.27",
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+# "loguru==0.7.3",
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+# "numpy==2.3.2",
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+# "pandas[output-formatting]==2.3.1",
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+# "matplotlib==3.10.5",
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+# "cvxpy-base==1.7.1",
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+# "clarabel==0.11.1"
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+# ]
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+# ///
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import os
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import sys
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from pathlib import Path
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