enzbus
enzbus
**Is your feature request related to a problem? Please describe.** It is not possible with the current `pyproject.toml` syntax to list alternative dependencies, something like `cvxpy|cvxpy-base` is not supported. In...
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...
Connected to #173 If an exception is thrown at any level of an estimator tree, **no information** is given to the user about which branch of it caused it. Only...
Connected to #173 Main reason why `UserProvidedMarketData` is not shown too much in the examples is that it's harder to guarantee that things will work properly with arbitrary user inputs....
## Tl;DR Starting from Cvxportfolio `1.4`, the software license will be the **General Public License version 3**. ## Retro-compatibility The current license, `Apache 2.0`, poses no restrictions on this change,...
Hopefully makes design of regression forecasters manageable.
Constraint that prohibits target allocation that cost more than som limit (either in basis points or in dollars) to unwind immediately. Requires re-tooling `TransactionCost` to extract its CVXPY expression. `HoldingCost`...