Key Features

Forced Trade Constraints

Description

Make trades with particular assets of at least a certain size.

This is not the same as a threshold constraint since a threshold constraint doesn’t say the trade has to happen — it only says it must be at least of a certain size if it does happen.

Implementation

This is done in Portfolio Probe with the forced.trade argument.

Alternatively the positions argument can be used to specify such constraints in terms of monetary value.

Other key features

Generate Random Portfolios

Portfolio Optimization

Utility-free Optimization

Contraints and flexibility

Transaction Costs

Computing Engine

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