Constraints on holdings

WORK IN PROGRESS

class cvxportfolio.LeverageLimit(limit, **kwargs)

A limit on leverage.

Attributes:
limit: A series or number giving the leverage limit.

Methods

class cvxportfolio.LongCash(**kwargs)

Requires that cash be non-negative.

Methods

class cvxportfolio.LongOnly(**kwargs)

A long only constraint.

Methods