Closed heartwxmddd closed 2 years ago
Is your feature request related to a problem? A clear and concise description of what the problem is.
We cannot take short position in some assest on real markets, but blacklitterman could give negative weights.
so i think it would be better if we could add constrains, like 0 to 1, on weights in blacklitterman model.
many thanks!
Is your feature request related to a problem? A clear and concise description of what the problem is.
We cannot take short position in some assest on real markets, but blacklitterman could give negative weights.
so i think it would be better if we could add constrains, like 0 to 1, on weights in blacklitterman model.
many thanks!