key features

Trade Universe Constraint

Description

Limit the assets that are allowed to trade.

Implementation

The universe.trade argument can be given a vector of the identifiers of the assets that can trade.

This form of constraint can also be implemented using lower.trade and upper.trade, or positions.

Other key features

Generate Random Portfolios

Portfolio Optimization

Utility-free Optimization

Contraints and flexibility

Transaction Costs

Computing Engine

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