Feature request: add constraints to Hierarchical Risk Parity model

robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

https://pyportfolioopt.readthedocs.io/

MIT License

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Feature request: add constraints to Hierarchical Risk Parity model #572

Closed tqdo closed 11 months ago

tqdo commented 11 months ago

I wonder whether the Hierarchical Risk Parity model can support adding constraints just like the call add_constraint() in EfficientFrontier and EfficientCVaR