{
  "equal-weight": {"assets": 4},
  "inverse-volatility": {"volatilities": [0.1, 0.2, 0.4]},
  "two-asset-minimum-variance": {"covariance": [[0.04, 0.006], [0.006, 0.01]]},
  "covariance-shrinkage": {"covariance": [[0.04, 0.006], [0.006, 0.01]], "intensity": 0.5},
  "portfolio-variance": {"weights": [0.6, 0.4], "covariance": [[0.04, 0.006], [0.006, 0.01]]},
  "component-risk": {"weights": [0.6, 0.4], "covariance": [[0.04, 0.006], [0.006, 0.01]]},
  "volatility-target": {"target_volatility": 0.12, "estimated_volatility": 0.08, "leverage_cap": 1.25},
  "ewma-variance": {"returns": [0.01, -0.02, 0.015], "initial_variance": 0.0001, "lambda": 0.94},
  "ordinary-least-squares": {"x": [1, 2, 3, 4], "y": [2, 4, 5, 7]},
  "beta": {"asset": [0.015, -0.005, 0.025, 0.005], "benchmark": [0.01, -0.01, 0.02, 0]},
  "tracking-error": {"portfolio": [0.02, -0.01, 0.03, 0.01], "benchmark": [0.01, -0.02, 0.02, 0.015], "periods_per_year": 12},
  "information-ratio": {"portfolio": [0.02, -0.01, 0.03, 0.01], "benchmark": [0.01, -0.02, 0.02, 0.015], "periods_per_year": 12},
  "compound-return": {"returns": [0.1, -0.1, 0.05], "periods_per_year": 12},
  "maximum-drawdown": {"returns": [0.1, -0.2, 0.15, -0.05]},
  "turnover": {"before": [0.6, 0.4], "after": [0.4, 0.6]},
  "cost-drag": {"before": [0.6, 0.4], "after": [0.4, 0.6], "cost_bps": 10, "gross_return": 0.02}
}