Redacted excerpt; full evidence withheld.

$ cd <host-path> && ls -la && cat README.md | head -200
exit: 0
or covariance backend: exact frontiers for diagonal-plus-low-rank
  covariances (factor models, RMT-cleaned matrices) in O(nk) memory via the
  Woodbury identity
- Visualization of the efficient frontier using Plotly
- Computation of the maximum Sharpe ratio portfolio
- **LASSO regularisation path** through the same engine (`Lasso`), with the same
  fluent builder, general inequality constraints `Gβ ≤ h`, per-coefficient bounds
  (caps, and signs on any of the coefficients), and equality rows `Aβ = b`
- Fully tested and documented codebase

[excerpt truncated]