Deployed ea46dbc with MkDocs version: 1.6.1

index.html

@@ -36,7 +36,7 @@
         var pageToc = [
           {title: "NeoPortfolio", url: "#_top", children: [
               {title: "Why not just use MPT?", url: "#why-not-just-use-mpt" },
-              {title: "What we don\u0027t fix", url: "#what-we-dont-fix" },
+              {title: "What NeoPortfolio doesn\u0027t fix", url: "#what-neoportfolio-doesnt-fix" },
           ]},
         ];
 
@@ -170,7 +170,7 @@ <h3 id="how-would-you-optimize-a-non-existent-portfolio-with-mpt">How would you
 best portfolio (for a target return) to construct from the constituents of a market index. Using a combination engine and an
 iterative optimization algorithm, NeoPortfolio can find the weights <strong>and</strong> stocks to get the lowest possible risk for a given 
 return.</p>
-<h2 id="what-we-dont-fix">What we don't fix</h2>
+<h2 id="what-neoportfolio-doesnt-fix">What NeoPortfolio doesn't fix</h2>
 <h3 id="fluctuating-portfolio-weights">Fluctuating Portfolio Weights</h3>
 <p>If you have some experience with MPT you'll know that weights of the same portfolio can vary extremely on a day-to-day basis.
 The reason behind this is that MPT always returns the best possible portfolio. Naturally, a rational investor following
@@ -215,5 +215,5 @@ <h3 id="fluctuating-portfolio-weights">Fluctuating Portfolio Weights</h3>
 </html>
 <!--
 MkDocs version : 1.6.1
-Build Date UTC : 2025-01-06 17:16:43.468979+00:00
+Build Date UTC : 2025-01-06 20:26:37.636029+00:00
 -->