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Add `MaxImbalance`, `MinImbalance`, `TargetImbalance` constraints

Open enzbus opened this issue 5 months ago • 1 comments

Connected to #180. It's often unclear to users how the cash weight is connected to the longs and shorts. Create 3 extra constraints to specify the long/short legs imbalance they require. NoCash and DollarNeutral become special cases of TargetImbalance. Documentation will explain how they are used.

enzbus avatar Sep 06 '24 17:09 enzbus