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Problem: Retail and institutional portfolio teams increasingly rely on real-time, multi-asset strategies executed across edge devices (mobile apps, hedge-fund co-located clusters, broker desktops) but lack a portable, algebraically expressive toolcha
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README.md

AlgoGraph: Algebraic Portfolio Compiler for Edge-Compute

This repository implements a minimal, production-ready MVP of AlgoGraph: a portable, algebraic graph-based framework for edge-enabled portfolio optimization. It models portfolio components as a graph of local optimization blocks, data channels, and verifiable plan updates.

  • Core primitives: PortfolioBlock, SignalMorphism, PlanDelta, DualVariables
  • Tiny edge-friendly solver: ADMM-lite for convex objectives
  • Adapters: basic scaffolding for venue connectors
  • Verifiable plan deltas with versioning metadata

How to run tests

  • bash test.sh

Packaging

  • This package is provided as a Python project. The package name is algograph_algebraic_portfolio_compiler_f.
  • See pyproject.toml for packaging metadata and dependencies.

Roadmap highlights

  • Phase 0: core algebraic primitives, two device adapters, one risk model adapter
  • Phase 1: offline backtester, delta-sync protocol, privacy budgets
  • Phase 2: cross-venue demo with two brokers
  • Phase 3: HIL/mobile pilot and performance benchmarks
  • Phase 4: governance and adapter marketplace

If you'd like a minimal DSL sketch or a toy adapter, I can draft one here.