key features

Asset Trade Constraints

Description

Limit the number of units (shares, lots, contracts, …) that can be bought or sold for particular assets.

Implementation

This is generally controlled with the lower.trade and upper.trade arguments.

Alternatively, this form of constraint can be expressed in monetary terms by using the positions argument.

Other key features

Generate Random Portfolios

Portfolio Optimization

Utility-free Optimization

Contraints and flexibility

Transaction Costs

Computing Engine

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