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02_14_2020.txt
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28 lines (23 loc) · 1.55 KB
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Features:
Bug Fixes/Re-organization:
- Portfolio Construction Constraint Limit Risk Term Marginal (1, 2, 3)
- Portfolio Construction Constraint Limit Risk Term Variance (4, 5, 6)
- Portfolio Construction Constraint Limit Tax Term (7, 8, 9)
- Portfolio Construction Constraint Limit Tax Term Gross Gains (10, 11, 12)
- Portfolio Construction Constraint Limit Tax Term Gross Loss (13, 14, 15)
- Portfolio Construction Constraint Limit Tax Term Liability (16, 17, 18)
- Portfolio Construction Constraint Limit Tax Term Long Gains (19, 20, 21)
- Portfolio Construction Constraint Limit Tax Term Net Gains (22, 23, 24)
- Portfolio Construction Constraint Limit Tax Term Net Loss (25, 26, 27)
- Portfolio Construction Constraint Limit Threshold Term Issuer (28, 29, 30)
- Portfolio Construction Constraint Limit Threshold Term Issuer Long (31, 32, 33)
- Portfolio Construction Constraint Limit Threshold Term Issuer Net (34, 35, 36)
- Portfolio Construction Constraint Limit Threshold Term Issuer Short (37, 38, 39)
- Portfolio Construction Constraint Limit Trades Term Issuer (40, 41, 42)
- Portfolio Construction Constraint Limit Trades Term Issuer Buy (43, 44, 45)
- Portfolio Construction Constraint Limit Trades Term Issuer Sell (46, 47, 48)
- Portfolio Construction Constraint Limit Trades Term Issuer Total (49, 50, 51)
- Portfolio Construction Constraint Limit Turnover Term Issuer (52, 53, 54)
- Portfolio Construction Constraint Limit Turnover Term Issuer Buy (55, 56, 57)
- Portfolio Construction Constraint Limit Turnover Term Issuer Net (58, 59, 60)
Samples: