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For example, I believe I have found a discrepancy in fPortfolio - a packaged widely used for constructing optimal portfolios. I find that in the simple case of calculating portfolio weights for a global minimum variance portfolio, fPortfolio has a different result than an analytic matrix algebra procedure. I'd like to point out the issue on the exchange and see if there is some way to reconcile the discrepancy.

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That's definitely in scope since it's a specific problem that a quant faces. Ask away!

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