dcajasn/Riskfolio-Lib

Weight constraints

andreasklippinge opened this issue · 3 comments

andreasklippinge commented

Hey,

I'm having some problems creating weight constraints for my portfolio and I've tried to look through some examples and guides but cannot wrap my head around it/get it to work.
Lets say I have a list of tickers as
tickers = ['NCC-B.ST','INTRUM.ST','SECU-B.ST','SKA-B.ST','TEL2-B.ST','PEAB-B.ST','ERIC-B.ST','SBB-B.ST','HM-B.ST','AAPL','TSLA','AMZN']

I want the algoritm to create the optimum portfolio as usual, but I want to invest at least 2% in each ticker. Can anyone link some comprehensive guide on creating the excel-documents and making the code work, or help me with it directly?

Thanks in advance.

ActurialCapital commented

Have a look at this discussion, which is still in progress.

andreasklippinge commented

Thanks!
Surely someone has figured out a working code/model and can share it though?

dcajasn commented

Hi @ActurialCapital,

This is not an issue. If you want consulting services, see the consulting fee section.

Best,
Dany