Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Why Doesn't max_sharp have the option of market neutral portfolio?? #585

Open
raphael7777777 opened this issue Feb 20, 2024 · 0 comments
Open

Why Doesn't max_sharp have the option of market neutral portfolio?? #585

raphael7777777 opened this issue Feb 20, 2024 · 0 comments
Labels
question Further information is requested

Comments

@raphael7777777
Copy link

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 raphael7777777 added the question Further information is requested label Feb 20, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
question Further information is requested
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@raphael7777777