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I would like to limit the weighting of individual assets to the upper and lower levels. #5

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hermian opened this issue Oct 7, 2021 · 0 comments

hermian commented Oct 7, 2021

I would like to place a limit on the upper and lower weight of assets 2, 5, and 9 of 10 assets. How do I configure the Config class?

In some cases, I want to dynamically change the weight (especially bonds)when rebalancing.
The order of these assets is subject to change.

I am using the bt package.

Please help.

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