Add MaxImbalance
, MinImbalance
, TargetImbalance
constraints
#181
Labels
MaxImbalance
, MinImbalance
, TargetImbalance
constraints
#181
Connected to #180. It's often unclear to users how the cash weight is connected to the longs and shorts. Create 3 extra constraints to specify the long/short legs imbalance they require.
NoCash
andDollarNeutral
become special cases ofTargetImbalance
. Documentation will explain how they are used.The text was updated successfully, but these errors were encountered: