PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Weight Constraints in Portfolio Optimizers

DS
Dmitry ShevchenkoAugust 11, 24 | Posted in announcements

Hey all,

We’re thrilled to announce a new feature in our portfolio optimizer: the ability to specify position-level constraints! Whether a single position is taking up too much or too little of your portfolio allocation, you can now easily adjust it with our intuitive interface. This was one of the most requested features, and we’re excited to make it available to all users starting today.

As always, your feedback is invaluable, so keep it coming!

2 comments
1 reply

Sort by

S
SilverbackAugust 16, 24

Excellent feature!!

I got an Error Code 500. It seems conflicted when putting a minimum around 18 or 19. You also have to remember to change the max if the min is above it.

Also, could you include a decimal?

S
SilverbackAugust 21, 24
Thanks, seems to be working fine!
DS
Dmitry ShevchenkoAugust 20, 24
Thanks for your feedback. Yes, we still need to add some extra validation on top of the form to make the experience smoother. Regarding decimal constraints, we've released an update, so that should be working now.

Category
Announcements

Tags
portfolio optimization
Views
382

PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab