Optimize a trading card portfolio using Markowitz mean-variance analysis with Merton Jump-Diffusion Monte Carlo simulations. Provide a list of card names, budget, and risk tolerance (conservative/moderate/aggressive) to receive optimal position sizing, per-card allocation weights, Sharpe ratios, and rebalancing recommendations.
| Network | Scheme | Amount | Pay To |
|---|---|---|---|
| Base | exact | $0.50 USDC | 0x642e...Cc1B |