Time Varying Constraints Based on Benchmark Weights

[richfremgen]

What are you trying to do? Are we able to add in time-varying sector constraints? For example if the sector weights in a benchmark change over time, I want the constraints on my portfolio's sector weights to dynamically adjust based on these changes. The constraints would be set as a certain percentage range (e.g., ±10%) around the sector weights in the benchmark index at each time step.