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Why Doesn't max_sharp have the option of market neutral portfolio??

Open raphael7777777 opened this issue 1 year ago • 0 comments

i want to optimize my portfolio ussing the max_sharp, but i need the weights to sum to zero, why does the max_sharp only offer the option of the portfolio summing net exposure being 1?

raphael7777777 avatar Feb 20 '24 21:02 raphael7777777