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11_27_2018.txt
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64 lines (59 loc) · 3.2 KB
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Features:
- Portfolio Construction MPT Asset Security Characteristic Line (1)
- Portfolio Construction MPT Capital Allocation Line (2)
- Portfolio Construction MPT Markovitz Bullet (3)
- Portfolio Construction MPT Read Me (4)
- Portfolio Construction Objective Custom Net Tax Gains Term (5)
- Portfolio Construction Objective Custom Transaction Charge Term (6)
- Portfolio Construction Objective Expected Returns Term (7)
- Portfolio Construction Objective Fixed Charge Buy Term (8)
- Portfolio Construction Objective Fixed Charge Sell Term (9)
- Portfolio Construction Objective Fixed Charge Term (10)
- Portfolio Construction Objective Goldman Sachs Shortfall Term (11)
- Portfolio Construction Objective Linear Charge Buy Term (12)
- Portfolio Construction Objective Linear Charge Sell Term (13)
- Portfolio Construction Objective Linear Charge (14)
- Portfolio Construction Objective Long Tilt Term (15)
- Portfolio Construction Objective Market Impact Charge Term (16)
- Portfolio Construction Objective Net Tax Gains Term (17)
- Portfolio Construction Objective Net Tilt Term (18)
- Portfolio Construction Objective Returns Term (19)
- Portfolio Construction Objective Risk Term (20)
- Portfolio Construction Objective Robust Error Term (21)
- Portfolio Construction Objective Short Sell Charge Term (22)
- Portfolio Construction Objective Short Tilt Term (23)
- Portfolio Construction Objective Standard Deviation Term (24)
- Portfolio Construction Objective Taxation Scheme (25)
- Portfolio Construction Objective Tax Liability Term (26)
- Portfolio Construction Objective Tax Term (27)
- Portfolio Construction Objective Tilt Term (28)
- Portfolio Construction Objective Transaction Charge Term (29)
- Portfolio Construction Objective Variance Term (30)
- Portfolio Construction Objective Read Me (31)
- Portfolio Construction Optimizer Constraint Hierarchy (32)
- Portfolio Construction Optimizer Constraint Realization (33)
- Portfolio Construction Optimizer Constraint Term (34)
- Portfolio Construction Optimizer Formulation Term (35)
- Portfolio Construction Optimizer Objective Function (36)
- Portfolio Construction Optimizer Objective Term (37)
- Portfolio Construction Optimizer Objective Term Unit (38)
- Portfolio Construction Optimizer Rebalancer (39)
- Portfolio Construction Optimizer Rebalancer Analytics (40)
- Portfolio Construction Optimizer Scope (41)
- Portfolio Construction Optimizer Soft Constraint (42)
- Portfolio Construction Optimizer Strategy (43)
- Portfolio Construction Optimizer Unit (44)
- Portfolio Construction Optimizer Read Me (45)
- Portfolio Construction Params Asset Statistical Properties (46)
- Portfolio Construction Params Asset Unit Statistical Properties (47)
- Portfolio Construction Params Read Me (48)
- Portfolio Construction Risk Alpha Uncertainty Group (49)
- Portfolio Construction Risk Asset Covariance (50)
- Portfolio Construction Risk Asset Covariance Dense (51)
- Portfolio Construction Risk Asset Covariance Factor (52)
- Portfolio Construction Risk Attribute Joint Dense (53)
- Portfolio Construction Risk Attribute Joint Factor (54)
- Portfolio Construction Risk Read Me (55)
- Portfolio Construction Read Me (56)
Bug Fixes/Clean-up:
Samples: