Hi,
First of all, thank you for this fantastic package! I have a few questions and feature requests:
Additional Constraints: Is it possible to add restrictions such as the minimum and maximum number of securities? Additionally, could more constraints be included, such as sector neutrality?
Fixed Income Portfolios: Is it advisable to apply this package to fixed income portfolios? Specifically, I'm interested in constraints like duration constraints, credit quality exposure constraints, etc.
Thank you for your time and consideration!
Best regards,
Lazola
Hi,
First of all, thank you for this fantastic package! I have a few questions and feature requests:
Additional Constraints: Is it possible to add restrictions such as the minimum and maximum number of securities? Additionally, could more constraints be included, such as sector neutrality?
Fixed Income Portfolios: Is it advisable to apply this package to fixed income portfolios? Specifically, I'm interested in constraints like duration constraints, credit quality exposure constraints, etc.
Thank you for your time and consideration!
Best regards,
Lazola